Changing Statistical Significance with the Amount of Information: The Adaptive α Significance Level

dc.contributor.author	Pérez, María Eglée
dc.contributor.author	Pericchi Guerra, Luis Raúl
dc.date.accessioned	2015-11-21T21:27:54Z
dc.date.available	2015-11-21T21:27:54Z
dc.date.issued	2014-02
dc.identifier.uri	http://hdl.handle.net/123456789/2405
dc.description.abstract	We put forward an adaptive alpha which changes with the amount of sample information. This calibration may be interpreted as a Bayes–non-Bayes compromise, and leads to statistical consistency. The calibration can also be used to produce confidence intervals whose size takes in consideration the amount of observed information.
dc.description.sponsorship	NIH Grant: P20-RR016470. M.E. Pérez’s research was also sponsored by NSF Grant: HRD 0734826.
dc.language.iso	en_US
dc.publisher	Statistics & Probability Letters
dc.relation.ispartofseries	Vol. 85;
dc.subject	Significance principle
dc.subject	Posterior probability principle
dc.subject	Bayes–non-Bayes compromise
dc.subject	p -value calibration
dc.subject	Adaptive confidence level
dc.title	Changing Statistical Significance with the Amount of Information: The Adaptive α Significance Level
dc.type	Article