Monday, November 25, 2013

A Bayesian View of P-Values

"I have always considered the arguments for the use of P (p-value) absurd. They amount to saying that a hypothesis that may or may not be true is rejected because a greater departure from the trial was improbable: that is, that it has not rejected something that has not happened'"
H. Jeffreys, 1980. Some general points in probability theory. In A Zellner (ed.), Bayesian Analysis in Probability and Statistics. North-Holland, Amsterdam, p. 453.

© 2013, David E. Giles