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Meta-analysis of mid-p-values: some new results based on the convex order

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Title: Meta-analysis of mid-p-values: some new results based on the convex order
Authors: Rubin-Delanchy, P
Heard, NA
Lawson, D
Item Type: Journal Article
Abstract: 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.
Issue Date: 3-May-2018
Date of Acceptance: 1-Apr-2018
URI: http://hdl.handle.net/10044/1/59108
DOI: https://dx.doi.org/10.1080/01621459.2018.1469994
ISSN: 0162-1459
Publisher: Taylor & Francis
Journal / Book Title: Journal of the American Statistical Association
Copyright Statement: This article is under copyright. All rights reserved.
Keywords: 0104 Statistics
1403 Econometrics
Statistics & Probability
Publication Status: Published online
Online Publication Date: 2018-05-03
Appears in Collections:Mathematics
Statistics



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