Interpreting tests of a hypothesis at multiple alpha levels within a Neyman–Pearson framework

Janet Aisbett

Statistics & Probability Letters, 2023, vol. 201, issue C

Abstract: We provide a theoretical basis for testing one hypothesis against multiple thresholds. Our construction extends the parameter space and observations, with extended hypotheses each tested at a single pre-specified alpha level.

Keywords: Multiple hypothesis testing; Significance level; p-values; Simultaneous hypothesis tests; Coherence (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109899

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