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

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  • Zhao, Guimei
  • Xu, Xingzhong

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.

Suggested Citation

  • Zhao, Guimei & Xu, Xingzhong, 2014. "The one-sided posterior predictive p-value for Fieller’s problem," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 57-62.
    • Handle: RePEc:eee:stapro:v:95:y:2014:i:c:p:57-62
    DOI: 10.1016/j.spl.2014.07.033
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    References listed on IDEAS

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    1. Brunero Liseo, 2003. "Bayesian and conditional frequentist analyses of the Fieller’s problem. A critical review," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 133-150.
    2. Hjort, Nils Lid & Dahl, Fredrik A. & Steinbakk, Gunnhildur Hognadottir, 2006. "Post-Processing Posterior Predictive p Values," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1157-1174, September.
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