Statistical evidence and surprise unified under possibility theory

Author:

Bickel David R.1ORCID

Affiliation:

1. Informatics and Analytics, The Graduate School University of North Carolina at Greensboro Greensboro North Carolina USA

Abstract

AbstractSander Greenland argues that reported results of hypothesis tests should include the surprisal, the base‐2 logarithm of the reciprocal of a p‐value. The surprisal measures how many bits of evidence in the data warrant rejecting the null hypothesis. A generalization of surprisal also can measure how much the evidence justifies rejecting a composite hypothesis such as the complement of a confidence interval. That extended surprisal, called surprise, quantifies how many bits of astonishment an agent believing a hypothesis would experience upon observing the data. While surprisal is a function of a point in hypothesis space, surprise is a function of a subset of hypothesis space. Satisfying the conditions of conditional min‐plus probability, surprise inherits a wealth of tools from possibility theory. The equivalent compatibility function has been recently applied to the replication crisis, to adjusting p‐values for prior information, and to comparing scientific theories.

Funder

University of North Carolina at Greensboro

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

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