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arXiv 2408.12905math.STstat.TH
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关于似然比和p值在伯努利试验成功概率检验中的关系

On the relation between likelihood ratios and p-values for testing success probabilities of Bernoulli trials

Vrije Universiteit Amsterdam(阿姆斯特丹自由大学)

Wouter Kager, Ronald Meester

AI总结:

本文研究了p值与似然比之间的渐近关系,指出在硬币抛掷情境中,p值为0.05时似然比上限不超过7.5,并探讨了通过抛硬币获取大似然比的可能性。

摘要:

众所周知,p值与似然比或贝叶斯因子之间没有直接的一一对应关系,因为其关系关键取决于样本量n。我们研究了在硬币抛掷情境中,假设检验针对硬币成功概率时的渐近关系。这提供了对p值和似然比本质的有用见解。我们的结果表明,在温和条件下,p值为0.05时,任何假设与零假设(成功概率具有特定值)之间的似然比都不可能超过7.5。我们还显示,通过抛掷公平硬币直到头数偏离均值几个标准差时,获得大似然比的可能性很低。

英文摘要:

It is well known that there is no direct one-to-one relation between $p$-values and likelihood ratios or Bayes factors, since their relation crucially involves the sample size $n$. We investigate their (asymptotic) relation in a coin-tossing context where the hypotheses of interest address the success probability of the coin, and where detailed computations are possible. This leads to useful insights in the nature of $p$-values and likelihood ratios. Our results imply, for instance, that under mild conditions, a $p$-value of 0.05 cannot correspond to a likelihood ratio larger than 7.5, for any hypothesis versus a null hypothesis that the success probability has a specific value. We also show it is unlikely one can obtain a large likelihood ratio by tossing a fair coin until the number of heads deviates from the mean by several standard deviations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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