Possibility-theoretic statistical inference offers performance and probativeness assurances

Fuente: arXiv
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Autores principales: Cella, Leonardo, Martin, Ryan
Formato: Preprint
Publicado: 2023
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author Cella, Leonardo
Martin, Ryan
author_facet Cella, Leonardo
Martin, Ryan
contents Statisticians are largely focused on developing methods that perform well in a frequentist sense -- even the Bayesians. But the widely-publicized replication crisis suggests that these performance guarantees alone are not enough to instill confidence in scientific discoveries. In addition to reliably detecting hypotheses that are (in)compatible with data, investigators require methods that can probe for hypotheses that are actually supported by the data. In this paper, we demonstrate that valid inferential models (IMs) achieve both performance and probativeness properties and we offer a powerful new result that ensures the IM's probing is reliable. We also compare and contrast the IM's dual performance and probativeness abilities with that of Deborah Mayo's severe testing framework.
format Preprint
id arxiv_https___arxiv_org_abs_2304_05740
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Possibility-theoretic statistical inference offers performance and probativeness assurances
Cella, Leonardo
Martin, Ryan
Statistics Theory
Methodology
Other Statistics
Statisticians are largely focused on developing methods that perform well in a frequentist sense -- even the Bayesians. But the widely-publicized replication crisis suggests that these performance guarantees alone are not enough to instill confidence in scientific discoveries. In addition to reliably detecting hypotheses that are (in)compatible with data, investigators require methods that can probe for hypotheses that are actually supported by the data. In this paper, we demonstrate that valid inferential models (IMs) achieve both performance and probativeness properties and we offer a powerful new result that ensures the IM's probing is reliable. We also compare and contrast the IM's dual performance and probativeness abilities with that of Deborah Mayo's severe testing framework.
title Possibility-theoretic statistical inference offers performance and probativeness assurances
topic Statistics Theory
Methodology
Other Statistics
url https://arxiv.org/abs/2304.05740