Files in this item



application/pdf9011052.pdf (1Mb)Restricted to U of Illinois
(no description provided)PDF


Title:Admissibility ofp-value rules
Author(s):Thompson, Peter Michael
Doctoral Committee Chair(s):Marden, John I.
Department / Program:Statistics
Degree Granting Institution:University of Illinois at Urbana-Champaign
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
Rights Information:Copyright 1989 Thompson, Peter Michael
Date Available in IDEALS:2011-05-07
Identifier in Online Catalog:AAI9011052
OCLC Identifier:(UMI)AAI9011052

This item appears in the following Collection(s)

Item Statistics

  • Total Downloads: 0
  • Downloads this Month: 0
  • Downloads Today: 0