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Adjustment to Lancaster's Mid-P

Author

Listed:
  • Eugene Seneta

    (University of Sydney)

  • Geoffrey Berry

    (University of Sydney)

  • Petra Macaskill

    (University of Sydney)

Abstract

Lancaster's mid-P is increasingly accepted as an adjustment for the P-value when an integer-valued test statistic W is used (as in Fisher's Exact Test), and is recommended for quoting as a measure of significance with the actual P-value. On the basis of distributional properties of the mid-P which resemble those of a P-value of a continuous test statistic, we propose a further adjustment. This gives a significance value h(w) when W=w is observed, such that and Eh(W)=1/2 and Varh(W)=1/12. A computational algorithm to produce h(w) is suggested. Symmetry of the distribution of W is shown to provide substantial simplification. The numerical procedures are illustrated on 3 examples (2 from real life) to which Fisher's Exact Test is applied. The results are compared with an unconditional test in a concluding section.

Suggested Citation

  • Eugene Seneta & Geoffrey Berry & Petra Macaskill, 1999. "Adjustment to Lancaster's Mid-P," Methodology and Computing in Applied Probability, Springer, vol. 1(2), pages 229-240, September.
    • Handle: RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010013405122
    DOI: 10.1023/A:1010013405122
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    References listed on IDEAS

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    1. Andres, A. Martin & Mato, A. Silva, 1994. "Choosing the optimal unconditioned test for comparing two independent proportions," Computational Statistics & Data Analysis, Elsevier, vol. 17(5), pages 555-574, June.
    2. Graham J. G. Upton, 1992. "Fisher's Exact Test," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 155(3), pages 395-402, May.
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