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Improving reproducibility probability estimation and preserving RP-testing

Author

Listed:
  • Lucio De Capitani

    (University of Milano-Bicocca)

  • Daniele De Martini

    (University of Milano-Bicocca)

Abstract

Experimental results are often interpreted through statistical tests, where the alternative hypothesis represents the theory to be evinced; if the experimental results lead to the rejection of the null hypothesis, the theory is supported by empirical evidence. In these cases, the reproducibility of this empirical evidence can be measured by the Reproducibility Probability (RP) of the test, which coincides with the probability of rejecting the null hypothesis. The terminology “Reproducibility” Probability stems from the fact that it is usually computed when an experiment provides a significant result to evaluate the probability that a further identical and independent experiment confirms the statistical significance. In recent literature, some RP estimators have been proposed. They are useful for two reasons: they allow us to evaluate the reliability of the obtained statistical significance and some estimates can be used as a test statistic, owing to the so-called “RP-testing” decision rule (reject the null hypothesis if and only if the RP estimate is greater than 1/2). Unfortunately, the usually adopted RP estimators are affected by a high mean squared error. In this paper, a new class of RP estimators is introduced and examined to improve their estimation precision. Specifically, the performances of the new RP estimators have been compared with those of the existing estimators and a 30% greater reduction in the mean squared error (on average) was observed. Moreover, the new estimator with the best performance allowed the use of the RP-testing decision rule. Hence, this work achieves the double goal of improving Reproducibility Probability estimation and preserving RP-testing.

Suggested Citation

  • Lucio De Capitani & Daniele De Martini, 2021. "Improving reproducibility probability estimation and preserving RP-testing," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 49-77, March.
  • Handle: RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00513-x
    DOI: 10.1007/s10260-020-00513-x
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    References listed on IDEAS

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    1. Daniel J. Benjamin & James O. Berger & Magnus Johannesson & Brian A. Nosek & E.-J. Wagenmakers & Richard Berk & Kenneth A. Bollen & Björn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Chr, 2018. "Redefine statistical significance," Nature Human Behaviour, Nature, vol. 2(1), pages 6-10, January.
      • Daniel Benjamin & James Berger & Magnus Johannesson & Brian Nosek & E. Wagenmakers & Richard Berk & Kenneth Bollen & Bjorn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Christopher Chambe, 2017. "Redefine Statistical Significance," Artefactual Field Experiments 00612, The Field Experiments Website.
    2. Bagnato, Luca & De Capitani, Lucio & Mazza, Angelo & Punzo, Antonio, 2015. "SDD: An R Package for Serial Dependence Diagrams," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 64(c02).
    3. De Martini, Daniele, 2008. "Reproducibility probability estimation for testing statistical hypotheses," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1056-1061, July.
    4. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2017. "A diagram to detect serial dependencies: an application to transport time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(2), pages 581-594, March.
    5. Luca Bagnato & Lucio De Capitani & Antonio Punzo, 2014. "Detecting serial dependencies with the reproducibility probability autodependogram," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(1), pages 35-61, January.
    6. De Capitani, L. & De Martini, D., 2011. "On stochastic orderings of the Wilcoxon Rank Sum test statistic--With applications to reproducibility probability estimation testing," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 937-946, August.
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