In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is a probabilistic measure for comparing two competing models. Three versions of the PIP and several estimators are introduced and the relationships between them, p-values and the mean squared error are investigated. The performance of the estimators is assessed in a simulation study. An application shows how the PIP can support p-values to strengthen the conclusions or possibly point at issues with e.g. replicability.

翻译：为回应日益增多的对p值的批评，并弥合统计推断与预测建模之间的鸿沟，本文引入了改进预测概率（PIP）这一概念。PIP本质上是一种用于比较两个竞争模型的概率度量。本文提出了PIP的三种形式及若干估计量，并探究了它们与p值、均方误差之间的内在联系。通过模拟研究评估了各估计量的性能。实际应用案例表明，PIP能够辅助p值强化统计结论，或揭示诸如可复现性等方面存在的问题。