Author(s)

H. W. Corley

Center on Stochastic Modeling, Optimization, and Statistics (COSMOS), The University of Texas at Arlington, Arlington, USA.

We present here an alternative definition of the P-value for statistical hypothesis test of a real-valued parameter for a continuous random variable X. Our approach uses neither the notion of Type I error nor the assumption that null hypothesis is true. Instead, the new P-value involves the maximum likelihood estimator, which is usually available for a parameter such as the mean μ or standard deviation σ of a random variable X with a common distribution.

Hypothesis Testing, P-Value, Evidence, Statistics

Corley, H. (2024) A New Definition of P-Value Involving the Maximum Likelihood Estimator. Open Journal of Statistics, 14, 546-552. doi: 10.4236/ojs.2024.145024.