A Five-Decision Testing Procedure to Infer the Value of a Unidimensional Parameter

Details

Serval ID
serval:BIB_B3F330DFF316
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
A Five-Decision Testing Procedure to Infer the Value of a Unidimensional Parameter
Journal
The American Statistician
Author(s)
McDaid Aaron, Kutalik Zoltán, Rousson Valentin
ISSN
0003-1305
1537-2731
Publication state
Published
Issued date
02/10/2019
Volume
73
Number
4
Pages
321-326
Language
english
Abstract
A statistical test can be seen as a procedure to produce a decision based on observed data, where some decisions consist of rejecting a hypothesis (yielding a significant result) and some do not, and where one controls the probability to make a wrong rejection at some prespecified significance level. Whereas traditional hypothesis testing involves only two possible decisions (to reject or not a null hypothesis), Kaiser?s directional two-sided test as well as the more recently introduced testing procedure of Jones and Tukey, each equivalent to running two one-sided tests, involve three possible decisions to infer the value of a unidimensional parameter. The latter procedure assumes that a point null hypothesis is impossible (e.g., that two treatments cannot have exactly the same effect), allowing a gain of statistical power. There are, however, situations where a point hypothesis is indeed plausible, for example, when considering hypotheses derived from Einstein?s theories. In this article, we introduce a five-decision rule testing procedure, equivalent to running a traditional two-sided test in addition to two one-sided tests, which combines the advantages of the testing procedures of Kaiser (no assumption on a point hypothesis being impossible) and Jones and Tukey (higher power), allowing for a nonnegligible (typically 20%) reduction of the sample size needed to reach a given statistical power to get a significant result, compared to the traditional approach.
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability, General Mathematics
Web of science
Funding(s)
Swiss National Science Foundation / 31003A-143914
Create date
04/01/2020 13:39
Last modification date
15/07/2020 6:26
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