Posterior predictive p-values: what they are and what they are not

• Autores: María Teresa Rodríguez Bernal, Julián de la Horra Navarro
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 10, Nº. 1, 2001, págs. 75-86
• Idioma: inglés
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• Resumen

  • Schervish (1996) carried out an interesting study about some properties of the classical $p$-value. In this paper, a similar study is carried out for posterior predictive p-values, in a general setting, showing that: a) the posterior predictive p-value is a continuous function of the null hypothesis, for fixed data, b) the posterior predictive p-value cannot be interpreted (in general) as a measure of support for the null hypothesis