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P Values Maximized Over a Confidence Set for the Nuisance Parameter

Berger, Roger L., Boos, Dennis D.·1994·Journal of the American Statistical Association

Abstract

For testing problems of the form H 0: v = v 0 with unknown nuisance parameter θ, various methods are used to deal with θ. The simplest approach is exemplified by the t test where the unknown variance is replaced by the sample variance and the t distribution accounts for estimation of the variance. In other problems, such as the 2 × 2 contingency table, one conditions on a sufficient statistic for 0 and proceeds as in Fisher's exact test. Because neither of these standard methods is appropriate for all situations, this article suggests a new method for handling the unknown θ. This new method is a simple modification of the formal definition of a p value that involves taking a maximum over the nuisance parameter space of a p value obtained for the case when θ is known. The suggested modification is to restrict the maximization to a confidence set for the nuisance parameter. After giving a brief justification, we give various examples to show how this new method gives improved results for 2 × 2 tables and solves previously intractable semiparametric problems.

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Metadata

Authors
Berger, R. L., & Boos, D. D.
Venue
Journal of the American Statistical Association
Published
1994-09
Volume
89
Issue
427
Pages
1012-1016
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2055708265
Cited by
317
References
14
FWCI
4.15
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: P Values Maximized Over a Confidence Set for the Nuisance Parameter. https://app.cochat.ai/papers/10.1080/01621459.1994.10476836
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Berger, R. L., & Boos, D. D. (1994). P Values Maximized Over a Confidence Set for the Nuisance Parameter. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1994.10476836

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