A COMMENT ON REPLICATION, P-VALUES AND EVIDENCE
A COMMENT ON REPLICATION, P-VALUES AND EVIDENCE
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DOI：
10.1002/sim.4780110705
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发表时间：
1992-05-01
影响因子：
2
通讯作者：
GOODMAN, SN
中科院分区：
文献类型：
--
作者：
GOODMAN, SN
传统上认为，较小的 p 值赋予观察到的替代假设较高的可信度，并且重复相同的实验将很有可能再次产生统计显着性。结果表明，如果观察到的差异是真实的，则重复具有统计意义的结果的概率（“复制概率”）大大低于预期。其原因是一个错误，它产生了其他看似悖论：以与试验前 alpha 错误相同的方式解释试验后 p 值。复制概率可用作贝叶斯方法和似然方法的频率论对应物，以表明 p 值夸大了反对原假设的证据。
It is conventionally thought that a small p-value confers high credibility on the observed alternative hypothesis, and that a repetition of the same experiment will have a high probability of resulting again in statistical significance. It is shown that if the observed difference is the true one, the probability of repeating a statistically significant result, the `replication probability', is substantially lower than expected. The reason for this is a mistake that generates other seeming paradoxes: the interpretation of the post-trial p-value in the same way as the pre-trial alpha-error. The replication probability can be used as a frequentist counterpart of Bayesian and likelihood methods to show that p-values overstate the evidence against the null hypothesis.