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Generalized p-values and the multivariate Behrens-Fisher problem

✍ Scribed by Jinadasa K. Gamage

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 396 KB
Volume: 253
Category: Article
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(96)00166-8

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✦ Synopsis

Tsui and Weerahandi (1989) defined generalized p-values for testing statistical hypothesis in the presence of nuisance parameters and applied to obtain an exact solution to the univariate Behrens-Fisher problem. Johnson and Weerahandi (1988) provided a Bayesian solution to the multivariate Behrens-Fisher problem. With the help of the Cauchy-Schwarz inequality we provide an upper bound for the generalized p-value for the multivariate case. Also we extend the result of Tsui and Weerahandi to present a second upper bound.

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