Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
用不完美模型解释统计证据:稳健调整似然函数
Summary The strength of statistical evidence is measured by the likelihood ratio. Two key performance properties of this measure are the probability of observing strong misleading evidence and the probability of observing weak evidence. For the likelihood function associated with a parametric statistical model, these probabilities have a simple large sample structure when the model is correct. Here we examine how that structure changes when the model fails. This leads to…