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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

The e-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program

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Autor(es):
Pereira, C. A. B. [1] ; Stern, J. M. [2]
Número total de Autores: 2
Afiliação do(s) autor(es):
[1] Univ Fed Mato Grosso do Sul, Inst Math, Ave Senador Filinto Muller 1555, BR-79074460 Campo Grande, MS - Brazil
[2] Univ Sao Paulo, Inst Math & Stat, Rua Matao 1010, BR-05508900 Sao Paulo - Brazil
Número total de Afiliações: 2
Tipo de documento: Artigo Científico
Fonte: SAO PAULO JOURNAL OF MATHEMATICAL SCIENCES; JUN 2020.
Citações Web of Science: 0
Resumo

This article gives a survey of the e-value, a statistical significance measure a.k.a. the evidence rendered by observational data, X, in support of a statistical hypothesis, H, or, the other way around, the epistemic value of H given X. The e-value and the accompanying FBST, the Full Bayesian Significance Test, constitute the core of a research program that was started at IME-USP, is being developed by over 20 researchers worldwide, and has, so far, been referenced by over 200 publications. The e-value and the FBST comply with the best principles of Bayesian inference, including the likelihood principle, complete invariance, asymptotic consistency, etc. Furthermore, they exhibit powerful logic or algebraic properties in situations where one needs to compare or compose distinct hypotheses that can be formulated either in the same or in different statistical models. Moreover, they effortlessly accommodate the case of sharp or precise hypotheses, a situation where alternative methods often require ad hoc and convoluted procedures. Finally, the FBST has outstanding robustness and reliability characteristics, outperforming traditional tests of hypotheses in many practical applications of statistical modeling and operations research. (AU)

Processo FAPESP: 14/50279-4 - Brasil Research Centre for Gas Innovation
Beneficiário:Julio Romano Meneghini
Linha de fomento: Auxílio à Pesquisa - Programa Centros de Pesquisa em Engenharia
Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
Beneficiário:José Alberto Cuminato
Linha de fomento: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs