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A Note on the Connection between Likelihood Inference, Bayes Factors, and P-Values

DOI: 10.4236/oalib.1103292, PP. 1-11

Subject Areas: Applied Statistical Mathematics

Keywords: Hypothesis Testing, Likelihood Principle, Statistical Evidence

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Abstract

The p-value is widely used for quantifying evidence in a statistical hypothesis testing problem. A major criticism, however, is that the p-value does not satisfy the likelihood principle. In this paper, we show that a p-value assessment of evidence can indeed be defined within the likelihood inference framework. Included within this framework is a link between a p-value and the likelihood ratio statistic. Thus, a link between a p-value and the Bayes factor can also be highlighted. The connection between p-values and likelihood based measures of evidence broaden the use of the p-value and deepen our understanding of statistical hypothesis testing.

Cite this paper

Neath, A. A. (2017). A Note on the Connection between Likelihood Inference, Bayes Factors, and P-Values. Open Access Library Journal, 4, e3292. doi: http://dx.doi.org/10.4236/oalib.1103292.

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