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Admissibility ofp-value rules

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Title: Admissibility ofp-value rules
Author(s): Thompson, Peter Michael
Doctoral Committee Chair(s): Marden, John I.
Department / Program: Statistics
Discipline: Statistics
Degree Granting Institution: University of Illinois at Urbana-Champaign
Degree: Ph.D.
Genre: Dissertation
Subject(s): Statistics
Abstract: This work deals with a decision-theoretic evaluation of p-value rules. A test statistic is judged on the behavior of its p-value with the loss function being an increasing function G of the p-value.Examples are presented in which every fixed-level test based on a statistic is admissible, but the corresponding p-value is inadmissible. It is also shown that if a statistic has an admissible p-value, all of its corresponding fixed-level tests are admissible.In addition, Bayes p-values are investigated. It is shown that Bayes p-values and their weak limits form an essentially complete class. Also, the set of p-values which are Bayes typically does not depend on the particular loss function G being used.Finally, the case where the parameter space is compact is looked into. A characterization is given of an essentially complete class of p-values.
Issue Date: 1989
Type: Text
Language: English
Rights Information: Copyright 1989 Thompson, Peter Michael
Date Available in IDEALS: 2011-05-07
Identifier in Online Catalog: AAI9011052
OCLC Identifier: (UMI)AAI9011052

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