论文标题

可能性,可复制性和Robbins的置信序列

Likelihood, Replicability and Robbins' Confidence Sequences

论文作者

Pace, Luigi, Salvan, Alessandra

论文摘要

普遍认为的科学可复制性危机可能会导致修订的重要标准。习惯性的频繁置信区间是通过假设的实验重复来校准的,该实验本来可以产生手头数据的,依赖于微弱的可复制性概念。特别是,当研究大量扩大研究时,可能会得出矛盾的结论。为了重新定义统计信心的方式是,在样本的扩大下,推论结论是非矛盾的,具有足够概率的概率,我们将对可以追溯到60年代的提案进行新的阅读,即罗宾斯的信心序列。 Robbins的置信序列直接限制了与当前的结论相矛盾的结论的概率,可确保在对累积数据进行推理时,确保清晰的可复制性形式。他们的主要经常属性易于理解和证明。我们表明,罗宾斯的信心序列可能是在各种推论的观点下是合理的:它们是基于可能性的,可以纳入先前的信息,并遵守强大的可能性原则。即使推论是在感兴趣的参数上,尤其是使用正常渐近理论的闭合形式近似,它们也很容易计算。

The widely claimed replicability crisis in science may lead to revised standards of significance. The customary frequentist confidence intervals, calibrated through hypothetical repetitions of the experiment that is supposed to have produced the data at hand, rely on a feeble concept of replicability. In particular, contradictory conclusions may be reached when a substantial enlargement of the study is undertaken. To redefine statistical confidence in such a way that inferential conclusions are non-contradictory, with large enough probability, under enlargements of the sample, we give a new reading of a proposal dating back to the 60's, namely Robbins' confidence sequences. Directly bounding the probability of reaching, in the future, conclusions that contradict the current ones, Robbins' confidence sequences ensure a clear-cut form of replicability when inference is performed on accumulating data. Their main frequentist property is easy to understand and to prove. We show that Robbins' confidence sequences may be justified under various views of inference: they are likelihood-based, can incorporate prior information, and obey the strong likelihood principle. They are easy to compute, even when inference is on a parameter of interest, especially using a closed-form approximation from normal asymptotic theory.

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