Affordable Access

deepdyve-link
Publisher Website

Distribution of likelihood-based p-values under a local alternative hypothesis

Authors
  • Young, GA
  • Lee, SMS
Publication Date
May 17, 2016
Identifiers
DOI: 10.1093/biomet/asw021
OAI: oai:spiral.imperial.ac.uk:10044/1/38738
Source
UPCommons. Portal del coneixement obert de la UPC
Keywords
License
Unknown

Abstract

We consider inference on a scalar parameter of interest in the presence of a nuisance parameter, using a likelihood-based statistic which is asymptotically normally distributed under the null hypothesis. Higher-order expansions are used to compare the repeated sampling distribution, under a general contiguous alternative hypothesis, of pp-values calculated from the asymptotic normal approximation to the null sampling distribution of the statistic with the distribution of pp-values calculated by bootstrap approximations. The results of comparisons in terms of power of different testing procedures under an alternative hypothesis are closely related to differences under the null hypothesis, specifically the extent to which testing procedures are conservative or liberal under the null. Empirical examples are given which demonstrate that higher-order asymptotic effects may be seen clearly in small-sample contexts.

Report this publication

Statistics

Seen <100 times