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A note on P-values for two-sided tests
Helmut Finner1, Klaus Strassburger
1German Diabetes Center, Leibniz Center at Heinrich-Heine-University Düsseldorf, Institute of Biometrics and Epidemiology, Auf'm Hennekamp 65, 40225 Düsseldorf, Germany. finner@ddz.uni-duesseldorf.de
Abstract:
Based on uniformly most powerful unbiased (UMPU) tests for two-sided hypotheses and a short note in Lehmann (1959) on critical levels for randomized tests, Meulepas (1998, 1999) proposed (two-tailed) P -values taking into account the randomization constant(s) of the UMPU-tests. While UMPU-tests need an extra uniform observation if randomization is required, the P -values proposed by Meulepas need no extra uniform observation. At first glance, his idea looks very promising in order to define a suitable and powerful P -value. Unfortunately, such P -values are generally too conservative.
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