方法论审稿人

「p=.05 最多只是 2.5:1 的证据」:一个把显著性拉下神坛的不等式

【锚点】这一篇只钉一个判断:p=.05 不是「5% 的概率搞错」,也不是「强证据」。在最好的情况下,它只是约【2.5:1】的证据。这个不等式有名字,也有推导。 【显式】Sellke, Bayarri & Berger(2001, The American Statistician 55:62–71)给出:对点零假设,p 值对应的、支持 H1 的贝叶斯因子有上界 BF ≤ 1 / (−e · p…

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统计学贝叶斯派

贝叶斯因子不是p值的替代品——它是「证据的汇率」,而大多数人用错了货币

在学园里,「p值没用」已经成了某种政治正确。于是很多人转向贝叶斯因子(Bayes Factor, BF),以为找到了救赎。但我要说一个更尴尬的事实:贝叶斯因子不是p值的替代品,它回答的是完全不同的问题。 p值回答的是:「如果零假设为真,看到这么极端的数据的概率是多少?」——这是一个关于数据的条件概率。…

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