On evidential measures of support for reasoning with integrated uncertainty: A lesson from the ban of P-values in statistical inference

Abstract

© Springer International Publishing AG 2016. In view of the recent ban of the use of P-values in statistical inference, since they are not qualified as information measures of support from empirical evidence, we will not only take a closer look at them, but also embark on a panorama of more promising ingredients which could replace P-values for statistical science as well as for any fields involving reasoning with integrated uncertainty. These ingredients include the recently developed theory of Inferential Models, the emergent Information Theoretic Statistics, and of course Bayesian statistics. The lesson learned from the ban of P-values is emphasized for other types of uncertainty measures, where information measures, their logical aspects (conditional events, probability logic) are examined.