Corpus ID: 88512633

Is the p-value a good measure of evidence? An asymptotic consistency criterion

  title={Is the p-value a good measure of evidence? An asymptotic consistency criterion},
  author={Mari{\'a}n Grend{\'a}r},
  journal={arXiv: Statistics Theory},
  • M. Grendár
  • Published 21 November 2011
  • Mathematics
  • arXiv: Statistics Theory
What are the criteria that a measure of statistical evidence should satisfy? It is argued that a measure of evidence should be consistent. Consistency is an asymptotic criterion: the probability that if a measure of evidence in data strongly testifies against a hypothesis H, then H is indeed not true, should go to one, as more and more data appear. The p-value is not consistent, while the ratio of likelihoods is. 
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