# p-value peeking and estimating extrema

arXiv: https://arxiv.org/abs/2011.01343 · HTML: https://mlsanity.com/paper/2011.01343/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 2 Nov 2020.

## Built on by (most cited first, 1 of 1)

- [Information on trajectories: martingales and random times](https://mlsanity.com/paper/2608.20337/) (2026)

## Abstract (arXiv)

A pervasive issue in statistical hypothesis testing is that the reported p-values are biased downward by data "peeking" -- the practice of reporting only progressively extreme values of the test statistic as more data samples are collected. We develop principled mechanisms to estimate such running extrema of test statistics, which directly address the effect of peeking in some general scenarios.