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Luis A. Afonso
Posts:
4,518
From:
LIsbon (Portugal)
Registered:
2/16/05


A short comment on a Elena. Kulinskaya paper
Posted:
Nov 30, 2012 4:06 PM


See arXiv:0810.2124v1[math.ST]
The A. starts (Abstract) with the assertive justification ?two side statistical tests and pvalues are well defined only when the test statistical in question have a symmetrical distribution.? And so invented a way to correct this ?anomaly? by means a ?conditional pvalue, Pc? which is obtained by weighting the acceptance interval two sides, left and right, in order that it accounts with the density unique mode: The weights, sum 1, are chosen inverse proportional to the probability tails, and alpha= P(X <=A) + P(X >A), X denoting the test statistics, and A location parameter value like the mean, median or mode. . . The only and obvious critic to the method is that probabilities we chose for the tails are completely independent from the density shape: alpha/2 for each represents the feature. The fact that pvalues are preferentially near to one of the Confidence Interval bounds is completely irrelevant, I mean. Because arXiv is unmoderated to dump whatever is allowed.
Luis A. Afonso



