Posterior predictive p-values: what they are and what they are not |
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| Authors: | Julián de la Horra M. Teresa Rodriguez-Bernal |
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| Affiliation: | (1) Department of Epidemiology and Biostatistics, University of Texas Health Science Center at San Antonio, San Antonio, USA;(2) Department of Statistics, University of Florida, Gainesville, USA |
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| Abstract: | Schervish (1996) carried out an interesting study about some properties of the classicalp-value. In this paper, a similar study is carried out for posterior predictivep-values, in a general setting, showing that: a) the posterior predictivep-value is a continuous function of the null hypothesis, for fixed data, b) the posterior predictivep-value cannot be interpreted (in general) as a measure of support for the null hypothesis. |
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