The one-sided posterior predictive p-value for Fieller’s problem

We consider one-sided hypothesis testing for Fieller’s problem. The one-sided posterior predictive p-value is proposed by taking the generalized p-value as the test statistic. Simulations show that the proposed p-value performs better than the generalized p-value in the frequentist performance.

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Year of publication:	2014
Authors:	Zhao, Guimei ; Xu, Xingzhong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 95.2014, C, p. 57-62
Publisher:	Elsevier
Subject:	Fieller’s problem \| Generalized p-value \| One-sided posterior predictive p-value \| Posterior predictive distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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