Imperial College London

Professor Nick Heard

Faculty of Natural SciencesDepartment of Mathematics

Chair in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 1490n.heard Website

 
 
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Location

 

543Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Rubin-Delanchy:2019:10.1080/01621459.2018.1469994,
author = {Rubin-Delanchy, P and Heard, NA and Lawson, D},
doi = {10.1080/01621459.2018.1469994},
journal = {Journal of the American Statistical Association},
pages = {1105--1112},
title = {Meta-analysis of mid-p-values: some new results based on the convex order},
url = {http://dx.doi.org/10.1080/01621459.2018.1469994},
volume = {114},
year = {2019}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger than a uniform distribution on the unit interval, in the usual stochastic order. The mid-p-value is not conservative. However, its null distribution is dominated by the uniform distribution in a different stochastic order, called the convex order. The property leads us to discover some new finite-sample and asymptotic bounds on functions of mid-p-values, which can be used to combine results from different hypothesis tests conservatively, yet more powerfully, using mid-p-values rather than p-values. Our methodology is demonstrated on real data from a cyber-security application.
AU - Rubin-Delanchy,P
AU - Heard,NA
AU - Lawson,D
DO - 10.1080/01621459.2018.1469994
EP - 1112
PY - 2019///
SN - 0162-1459
SP - 1105
TI - Meta-analysis of mid-p-values: some new results based on the convex order
T2 - Journal of the American Statistical Association
UR - http://dx.doi.org/10.1080/01621459.2018.1469994
UR - http://hdl.handle.net/10044/1/59108
VL - 114
ER -