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Statistica Sinica 4(1994), 493-504


A CONCEPT OF TYPE-2 p-VALUE


Kesar Singh and Robert H. Berk


Rutgers University


Abstract: A concept of p-value is introduced and developed in this article which is more suitable for the bootstrap. Unlike the classical p-value, which goes to zero under H1 like type-1 error, the proposed p-value goes to zero under H1 like type-2 error. The name for this concept is derived from this fact. Corrections are obtained which make the type-2 p-value go to U[0,1] faster under H0 and yet do not make its behavior under H1 worse, in terms of slope. In view of the limiting U[0,1] distribution under H0, this new p-value is to be used in testing just like the classical p-value.



Key words and phrases: p-value, bootstrap, jackknife.



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