A precise null hypothesis formulation (instead of the more realistic interval one) is usually adopted in statistical packages although it generally leads to excessive (and often misleading) rates of rejection whenever the sample size is large. In a previous paper (Migliorati and Ongaro 2007) we proposed a calibration procedure aimed at adjusting test levels and p-values when testing the mean of a Normal model with known variance. We address now the more complicated calibration issues arising when a nuisance parameter (e.g. the variance) is present. This entails, in particular, the construction of suitable tests for the interval null hypothesis

Migliorati, S., & Ongaro, A. (2010). Adjusting p-values when n is large in the presence of nuisance parameters. In C.H. Skiadas (a cura di), Advances in data analysis (pp. 305-318). Boston : Birkhauser [10.1007/978-0-8176-4799-5_25].

Adjusting p-values when n is large in the presence of nuisance parameters

MIGLIORATI, SONIA;ONGARO, ANDREA
2010

Abstract

A precise null hypothesis formulation (instead of the more realistic interval one) is usually adopted in statistical packages although it generally leads to excessive (and often misleading) rates of rejection whenever the sample size is large. In a previous paper (Migliorati and Ongaro 2007) we proposed a calibration procedure aimed at adjusting test levels and p-values when testing the mean of a Normal model with known variance. We address now the more complicated calibration issues arising when a nuisance parameter (e.g. the variance) is present. This entails, in particular, the construction of suitable tests for the interval null hypothesis
No
Scientifica
Capitolo o saggio
precise versus interval null hypothesis, nuisance parameter, calibration, large sample size
English
Advances in data analysis
978-0-8176-4798-8
Migliorati, S., & Ongaro, A. (2010). Adjusting p-values when n is large in the presence of nuisance parameters. In C.H. Skiadas (a cura di), Advances in data analysis (pp. 305-318). Boston : Birkhauser [10.1007/978-0-8176-4799-5_25].
Migliorati, S; Ongaro, A
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/10171
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