Fuzzy Confidence Intervals and P -values
نویسندگان
چکیده
The optimal hypothesis tests for the binomial distribution and some other discrete distributions are uniformly most powerful (UMP) one-tailed and UMP unbiased (UMPU) two-tailed randomized tests. Conventional confidence intervals are not dual to randomized tests and perform badly on discrete data at small and moderate sample sizes. We introduce a new confidence interval notion, called fuzzy confidence intervals, that is dual to and inherits the optimality of UMP and UMPU tests. The analogous concept for P -values, called fuzzy P -values, also inherits the same optimality.
منابع مشابه
Comment: Fuzzy and Randomized Confidence Intervals and P -Values
Professor Geyer and Professor Meeden have given us an intriguing article with much material for thought and exploration, and they deserve our congratulations. Although the idea of randomized procedures has long existed, this paper has revitalized the discussion on randomized confidence intervals and randomized P -values. Interval estimation of a binomial proportion is a very basic but very impo...
متن کاملFuzzy P -values and Ties in Nonparametric Tests
This article introduces the use of fuzzy P -values and confidence intervals (Geyer and Meeden 2005) with classical nonparametric tests, specifically with the sign test and the one-sample and two-sample Wilcoxon tests. The method presented can be applied to any test and provides simple exact fuzzy tests at any level in the presence of ties. It also provides the corresponding fuzzy confidence int...
متن کاملFuzzy and Randomized Confidence Intervals and P-values
The optimal hypothesis tests for the binomial distribution and some other discrete distributions are uniformly most powerful (UMP) one-tailed and UMP unbiased (UMPU) two-tailed randomized tests. Conventional confidence intervals are not dual to randomized tests and perform badly on discrete data at small and moderate sample sizes. We introduce a new confidence interval notion, called fuzzy conf...
متن کاملFuzzy Confidence Intervals for Mean of Fuzzy Random Variables
This article has no abstract.
متن کاملLINEAR HYPOTHESIS TESTING USING DLR METRIC
Several practical problems of hypotheses testing can be under a general linear model analysis of variance which would be examined. In analysis of variance, when the response random variable Y , has linear relationship with several random variables X, another important model as analysis of covariance can be used. In this paper, assuming that Y is fuzzy and using DLR metric, a method for testing ...
متن کامل