Is the p-value a good measure of evidence? Asymptotic consistency criteria

Marian Grendar ()

Statistics & Probability Letters, 2012, vol. 82, issue 6, 1116-1119

Abstract: What are the criteria that a measure of statistical evidence should satisfy? It is argued that a measure of evidence should be consistent. Consistency is an asymptotic criterion: the probability that, if a measure of evidence in data strongly testifies against a hypothesis H, then H is indeed not true, should go to 1 as more and more data appear. The p-value is not consistent, while the ratio of likelihoods is. The same holds also with respect to the unconditional consistency criterion.

Keywords: Statistical evidence; Consistency; Unconditional consistency; p-value; Ratio of likelihoods (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.02.018

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