Invariant P-values for model checking
The Annals of Statistics · 2010 · Volume 38 · Issue 1
Abstract
P-values have been the focus of considerable criticism based on various considerations. Still, the P-value represents one of the most commonly used statistical tools. When assessing the suitability of a single hypothesized distribution, it is not clear that there is a better choice for a measure of surprise. This paper is concerned with the definition of appropriate model-based P-values for model checking.
Keywords
62F99, discrepancy measures for model checking, invariance under transformations, P-values
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