Improved estimation of accuracy in simple hypothesis versus simple alternative testing

Hsiuying Wang

Journal of Multivariate Analysis, 2004, vol. 90, issue 2, 269-281

Abstract: In the hypothesis testing problem, a most common used evidence against the null hypothesis is the p-value. Although there have been many Bayesian criticisms leveled at p-value, Hwang et al. (Ann. Statist. 20 (1992), 490) show the adequacy of using p-value as evidence against the null hypothesis by considering testing as an estimation problem. However, when the parameter space is not the natural space, Woodroofe and Wang (Ann. Statist. 28 (2000) 1561) show that the usual p-value derived by the N-P test is not appropriate to be the evidence against the null hypothesis for the Poisson distribution from an estimation point of view and provide a modified p-value. Although this modified p-value is admissible, it is not the admissible estimator which can dominate the usual p-value. In this paper, we concentrate on the simple hypothesis versus simple alternative hypothesis testing problem. Admissible estimators which dominate the usual p-value are provided.

Keywords: P-value; Admissibility; N-P; test; Exponential; family (search for similar items in EconPapers)
Date: 2004
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(03)00210-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:90:y:2004:i:2:p:269-281

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().