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P-Values for Two-Sided Tests

✍ Scribed by E. Olusegun George; Govind S. Mudholkar

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
235 KB
Volume
32
Category
Article
ISSN
0323-3847

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✦ Synopsis

Abstract

The problem of defining P‐values for two‐sided tests is considered when the null density f~0~ of the associated test statistic is strictly unimodal. It is argued that the usual practice of defining P‐values for two‐sided tests as twice the one‐tail P‐value is only justifable when f~0~ is symmetric. To accomodate testing problems with asymmetric null distributions a more general definition of two‐sided P‐value is given.

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