Timeline for How to compare powers of two tests based on their p-values?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| May 18, 2013 at 22:12 | vote | accept | Tim | ||
| May 15, 2013 at 11:59 | comment | added | JohnRos | @Tim: See page 64 on amazon.com/Testing-Statistical-Hypotheses-Springer-Statistics/…, or grab any other statistical theory book. Also note that my reply only justifies the example you saw. I does not mean it is a good way to do it, as it is a type of "post hoc power" analysis, which is NEVER recommended. | |
| May 14, 2013 at 16:03 | comment | added | Tim | Thanks!(1) Why is it that " Under a composite null, it is stochastically larger, and under the alternative, it is stochastically smaller. How small? Depends on the alternative. Informally- If it is well separated from the null distribution, it will be much smaller. If the alternative data distribution is "epsilon close" to the null, the p-value CDF will be "epsilon close" to uniform"? Do you have a reference for that? | |
| May 14, 2013 at 13:54 | history | answered | JohnRos | CC BY-SA 3.0 |