Article ID Journal Published Year Pages File Type
1152257 Statistics & Probability Letters 2012 4 Pages PDF
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 HH, then HH is indeed not true, should go to 1 as more and more data appear. The pp-value is not consistent, while the ratio of likelihoods is. The same holds also with respect to the unconditional consistency criterion.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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