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Activity Number: 240 - Distributions and Significance
Type: Contributed
Date/Time: Monday, July 30, 2018 : 2:00 PM to 3:50 PM
Sponsor: Biometrics Section
Abstract #329490 Presentation
Title: Exceedance Probability for Parameter Estimates
Author(s): Brian Segal*
Companies: Flatiron Health
Keywords: p-values; Bayes factors; statistical intervals

The probability that a future estimate will exceed a specified amount can be useful in a variety of settings, but is currently underused in many areas of science. We provide examples of how the exceedance probability for parameter estimates, along with corresponding confidence intervals, can provide useful information, and make comparisons to hypothesis tests, Bayes factors, and standard confidence intervals. In particular, we focus on applications in one-sample tests and linear regression with potential extensions to generalized linear models and Cox regression. We also discuss the relationship between confidence intervals for the exceedance probability and confidence intervals for parameter estimates, which leads to an alternative interpretation of confidence intervals for parameter estimates that might be useful for pedagogical purposes.

Authors who are presenting talks have a * after their name.

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