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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Agnostic tests can control the type I and type II errors simultaneously

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Author(s):
Coscrato, Victor [1] ; Izbicki, Rafael [1] ; Stern, Rafael Bassi [1]
Total Authors: 3
Affiliation:
[1] Univ Fed Sao Carlos, Dept Stat, Sao Carlos 13565905, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS; v. 34, n. 2, p. 230-250, MAY 2020.
Web of Science Citations: 0
Abstract

Despite its common practice, statistical hypothesis testing presents challenges in interpretation. For instance, in the standard frequentist framework there is no control of the type II error. As a result, the non-rejection of the null hypothesis (H-0) cannot reasonably be interpreted as its acceptance. We propose that this dilemma can be overcome by using agnostic hypothesis tests, since they can control the type I and II errors simultaneously. In order to make this idea operational, we show how to obtain agnostic hypothesis in typical models. For instance, we show how to build (unbiased) uniformly most powerful agnostic tests and how to obtain agnostic tests from standard p-values. Also, we present conditions such that the above tests can be made logically coherent. Finally, we present examples of consistent agnostic hypothesis tests. (AU)

FAPESP's process: 19/11321-9 - Neural networks in statistical inference problems
Grantee:Rafael Izbicki
Support type: Regular Research Grants
FAPESP's process: 17/03363-8 - Interpretability and efficiency in hypothesis tests
Grantee:Rafael Izbicki
Support type: Regular Research Grants