p-value peeking and estimating extrema

التفاصيل البيبلوغرافية
العنوان: p-value peeking and estimating extrema
المؤلفون: Balsubramani, Akshay
سنة النشر: 2020
المجموعة: Mathematics
Statistics
مصطلحات موضوعية: Mathematics - Statistics Theory, Statistics - Methodology, Statistics - Machine Learning
الوصف: A pervasive issue in statistical hypothesis testing is that the reported $p$-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are collected. We develop principled mechanisms to estimate such running extrema of test statistics, which directly address the effect of peeking in some general scenarios.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2011.01343
رقم الأكسشن: edsarx.2011.01343
قاعدة البيانات: arXiv