Abstract
While it is often argued that a p-value is a probability; see Wasserstein and Lazar, we argue that a p-value is not defined as a probability. A p-value is a bijection of the sufficient statistic for a given test which maps to the same scale as the Type I error probability. As such, the use of p-values in a test should be no more a source of controversy than the use of a sufficient statistic. It is demonstrated that there is, in fact, no ambiguity about what a p-value is, contrary to what has been claimed in recent public debates in the applied statistics community. We give a simple example to illustrate that rejecting the use of p-values in testing for a normal mean parameter is conceptually no different from rejecting the use of a sample mean. The p-value is innocent; the problem arises from its misuse and misinterpretation. The way that p-values have been informally defined and interpreted appears to have led to tremendous confusion and controversy regarding their place in statistical analysis.
| Original language | English |
|---|---|
| Pages (from-to) | 1-3 |
| Number of pages | 3 |
| Journal | American Statistician |
| Volume | 73 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 2 2019 |
Keywords
- Decision rule
- Sufficient statistic
- Type I error