Resumen de Posterior predictive p-values: what they are and what they are not

María Teresa Rodríguez Bernal , Julián de la Horra Navarro

• Schervish (1996) carried out an interesting study about some properties of the classical $p$-value. In this paper, a similar study is carried out for posterior predictive p-values, in a general setting, showing that: a) the posterior predictive p-value is a continuous function of the null hypothesis, for fixed data, b) the posterior predictive p-value cannot be interpreted (in general) as a measure of support for the null hypothesis