The one-sided posterior predictive p-value for Fieller’s problem

Guimei Zhao and Xingzhong Xu

Statistics & Probability Letters, 2014, vol. 95, issue C, 57-62

Abstract: We consider one-sided hypothesis testing for Fieller’s problem. The one-sided posterior predictive p-value is proposed by taking the generalized p-value as the test statistic. Simulations show that the proposed p-value performs better than the generalized p-value in the frequentist performance.

Keywords: Fieller’s problem; Generalized p-value; One-sided posterior predictive p-value; Posterior predictive distribution (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1016/j.spl.2014.07.033

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