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. 2014 Feb:85:20-24.
doi: 10.1016/j.spl.2013.10.018.

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

María-Eglée Pérez  1 , Luis Raúl Pericchi  1
Affiliations

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

María-Eglée Pérez et al. Stat Probab Lett. 2014 Feb.

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 take in consideration the amount of observed information.

Keywords: Bayes-non Bayes compromise; Posterior Probability Principle; Significance Principle; adaptive confidence level; p-value calibration.

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