Confusion over measures of evidence (p's) versus errors (a's) in classical statistical testing

被引:147
作者
Hubbard, R [1 ]
Bayarri, MJ
机构
[1] Drake Univ, Coll Business & Publ Adm, Des Moines, IA 50311 USA
[2] Univ Valencia, Dept Stat & Operat Res, E-46100 Valencia, Spain
关键词
conditional error probabilities; Fisher; hypothesis test; Neyman-Pearson; p values; significance test;
D O I
10.1198/0003130031856
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Confusion surrounding the reporting and interpretation of results of classical statistical tests is widespread among applied researchers, most of whom erroneously believe that such tests are prescribed by a single coherent theory of statistical inference. This is not the case: Classical statistical testing is an anonymous hybrid of the competing and frequently contradictory approaches formulated by R. A. Fisher on the one hand, and Jerzy Neyman and Egon Pearson on the other. In particular, there is a widespread failure to appreciate the incompatibility of Fisher's evidential p value with the Type I error rate, a, of NeymanPearson statistical orthodoxy. The distinction between evidence (p's) and error (a's) is not trivial. Instead, it reflects the fundamental differences between Fisher's ideas on significance testing and inductive inference, and Neyman-Pearson's views on hypothesis testing and inductive behavior. The emphasis of the article is to expose this incompatibility, but we also briefly note a possible reconciliation.
引用
收藏
页码:171 / 178
页数:8
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