Asymptotic Lognormality of $P$-Values
作者： Diane Lambert , W. J. Hall
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摘要: Sufficient conditions for asymptotic lognormality of exact and approximate, unconditional conditional $P$-values are established. It is pointed out that the mean, which half Bahadur slope, standard deviation distribution log transformed $P$-value together, but not mean alone, permit approximation both level power test. This provides a method discriminating between tests have efficiency one. The distributions common one- two-sample location derived compared.
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