2017
DOI: 10.1146/annurev-statistics-060116-054139
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p-Values: The Insight to Modern Statistical Inference

Abstract: We introduce a p-value function that derives from the continuity inherent in a wide range of regular statistical models. This provides confidence bounds and confidence sets, tests, and estimates that all reflect model continuity.The development starts with the scalar-variable scalar-parameter exponential model and extends to the vector-parameter model with scalar interest parameter, then to general regular models, and then it provides references for testing vector interest parameters.[**AU: Preceding sentence … Show more

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Cited by 15 publications
(10 citation statements)
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“…Nuzzo discussed the key role of Pr(H a |data) in the decision making process, but she did not elaborate on how to implement a process to get to the desired outcome. Finally, Fraser (2017) demonstrates that p-values can be the bases for a complete inferential framework, and highlights the notion that the fact that p-values have been mis-used and even abused, this does not subtract from their worth as indicators of the distance between the data and a parameter value.…”
Section: Discussionmentioning
confidence: 91%
“…Nuzzo discussed the key role of Pr(H a |data) in the decision making process, but she did not elaborate on how to implement a process to get to the desired outcome. Finally, Fraser (2017) demonstrates that p-values can be the bases for a complete inferential framework, and highlights the notion that the fact that p-values have been mis-used and even abused, this does not subtract from their worth as indicators of the distance between the data and a parameter value.…”
Section: Discussionmentioning
confidence: 91%
“…Both ( ) and ( ) are asymptotically 2 . As defined in Fraser [7], the significance function for is defined as ( ) = ( 2 ≤ ( )) or ( ) = ( 2 ≤ ( )) can be used to obtain inference concerning where ( ) and ( ) are the observed values of ( ) and ( ), respectively. In particular, the (1− )100% confidence region of is…”
Section: Proposed Methodsmentioning
confidence: 99%
“…Both approximations have third-order accuracy and are equivalent up to thirdorder accuracy (Fraser and Reid , 1995). Thus, as discussed in Fraser (2017), either approximation of the p-value function can be used to obtain inference for ψ.…”
Section: Saddlepoint Approximation For the Poisson-exponential Distrimentioning
confidence: 99%