On two-sided p-values for non-symmetric distributions

Details On two-sided p-values for non-symmetric distributions On two-sided p-values for non-symmetric distributions

2008-10-12

arxiv.org/abs/0810.2124v1

Mathematics

Statistics Theory

20 pages, 4 Postscript figures

Scientific paper

Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the doubled p-value and has an intuitive appeal. Its use is advocated for both continuous and discrete distributions. An important advantage of this p-value is that equivalent 1-sided tests are transformed into $P_C$-equivalent 2-sided tests. It is compared to the widely used doubled and minimum likelihood p-values. Examples include the variance test, the binomial and the Fisher's exact test.

Affiliated with

Also associated with

No associations

Rating

On two-sided p-values for non-symmetric distributions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On two-sided p-values for non-symmetric distributions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On two-sided p-values for non-symmetric distributions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-200501