TY - JOUR

T1 - Modified p-values for one-sided testing in restricted parameter spaces

AU - Wang, Hsiuying

PY - 2007/3/15

Y1 - 2007/3/15

N2 - For testing the mean of a normal distribution, the p-value, derived from the uniformly most powerful test, is usually used as evidence against the null hypothesis. However, the p-value only depends on the hypothesis assumption, but not on the bounds of the parameter space. When the parameter space is restricted, the information of the restriction will not be sufficiently utilized if we still use the usual p-value as evidence against the null hypothesis. In this paper, a modified p-value, based on the bounds of the parameter space for one-sided hypothesis testing, is proposed. Theoretical and simulation studies show that the modified p-value has better performance than the usual p-value from theoretical and simulation studies.

AB - For testing the mean of a normal distribution, the p-value, derived from the uniformly most powerful test, is usually used as evidence against the null hypothesis. However, the p-value only depends on the hypothesis assumption, but not on the bounds of the parameter space. When the parameter space is restricted, the information of the restriction will not be sufficiently utilized if we still use the usual p-value as evidence against the null hypothesis. In this paper, a modified p-value, based on the bounds of the parameter space for one-sided hypothesis testing, is proposed. Theoretical and simulation studies show that the modified p-value has better performance than the usual p-value from theoretical and simulation studies.

KW - Bayes estimators

KW - Hypothesis testing

KW - p-value

KW - Restricted parameter space

UR - http://www.scopus.com/inward/record.url?scp=33847070330&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2006.09.010

DO - 10.1016/j.spl.2006.09.010

M3 - Article

AN - SCOPUS:33847070330

SN - 0167-7152

VL - 77

SP - 625

EP - 631

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 6

ER -