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Mathematics > Statistics Theory

Title: Which statistical hypotheses are afflicted with false confidence?

Authors: Ryan Martin
Abstract: The false confidence theorem establishes that, for any data-driven, precise-probabilistic method for uncertainty quantification, there exists (non-trivial) false hypotheses to which the method tends to assign high confidence. This raises concerns about the reliability of these widely-used methods, and shines new light on the consonant belief function-based methods that are provably immune to false confidence. But an existence result alone is insufficient. Towards a partial answer to the title question, I show that, roughly, complements of convex hypotheses are afflicted by false confidence.
Comments: 8-page conference paper. Comments welcome at this https URL
Subjects: Statistics Theory (math.ST)
Cite as: arXiv:2404.16228 [math.ST]
  (or arXiv:2404.16228v1 [math.ST] for this version)

Submission history

From: Ryan Martin [view email]
[v1] Wed, 24 Apr 2024 22:02:42 GMT (81kb,D)

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