A fiducial argument for generalized p -value |
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Authors: | Xin-min Li Xing-zhong Xu Guo-ying Li |
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Affiliation: | (1) Institute of Applied Mathematics, Shandong University of Technology, Zibo, 255049, China;(2) Department of Mathematics, Beijing Institute of Technology, Beijing, 100801, China;(3) Academy of Mathemtics and Systems Science, Chinese Academy of Sciences, Beijing, 100800, China |
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Abstract: | This paper provides a general method for constructing generalized p-value via the fiducial inference. Furthermore, the power properties of the generalized test are discussed. As illustrations, the two-parameter exponential distribution and unbalanced two-fold nested design are researched. It is shown that the resulting generalized p-values are of good frequency property. This work was partly supported by the National Natural Science Foundation of China (Grant Nos. 10271013, 30600119 and 90403130) and the Fund of Shandong University of Technology (Grant Nos. 2006KJZ01, 2005KJM18) |
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Keywords: | fiducial distribution generalized p-value frequency property two-parameter exponential distribution variance component |
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