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P ‐Values for Two‐Sided Tests
Author(s) -
George E. Olusegun,
Mudholkar Govind S.
Publication year - 1990
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710320615
Subject(s) - mathematics , statistic
The problem of defining P‐values for two‐sided tests is considered when the null density f 0 of the associated test statistic is strictly unimodal. It is argued that the usual practice of defining P‐values for two‐sided tests as twice the one‐tail P‐value is only justifable when f 0 is symmetric. To accomodate testing problems with asymmetric null distributions a more general definition of two‐sided P‐value is given.