17 octobre 2016
Yuri Gurevich (Microsoft Research)It seems that all statisticians know the concept of p-value is but none is willing to explain it. The only reference that we have been able to find is the 1974 book « Theoretical Statistics » by Cox and Hinkley where the authors define the concept, sort of, but do not use the term « p-value. »
We explain the concept presupposing only rudimentary probability theory; we examine the concept and we discuss the use of it.
For simplicity, our explanation is focused on the discrete case with no outcomes of zero probability but we’ll say a few words on the general case as well.
The talk builds on joint work with Vladimir Vovk of the University of London.