P-Values For SBC #70
Description
a quick implementation in julia I did https://github.com/SamuelBrand1/SBC returns the p-value of the ChiSq uniformity test on the rank statistics. This could be a handy issue/next-step to go along with the viz.
Originally posted by @SamuelBrand1 in #68 (comment)
I think adding this would be useful to the SBC feature.
The underlying result is that if the posterior sampling is recovering the underlying (marginal) prior for a parameter in an SBC trial then the rank statistics are discrete uniform on
This is an ideal case for a classical statistical test.