This paper provides a general method for constructing generalized p-value via the fiducial inference.Furthermore,the power properties of the generalized test are discussed.As illustrations, the two-parameter exponenti...This paper provides a general method for constructing generalized p-value via the fiducial inference.Furthermore,the power properties of the generalized test are discussed.As illustrations, the two-parameter exponential distribution and unbalanced two-fold nested design are researched.It is shown that the resulting generalized p-values are of good frequency property.展开更多
The one-sided and two-sided hypotheses about the parametric component in partially linear model are considered in this paper. Generalized p-values are proposed based on fiducial method for testing the two hypotheses a...The one-sided and two-sided hypotheses about the parametric component in partially linear model are considered in this paper. Generalized p-values are proposed based on fiducial method for testing the two hypotheses at the presence of nonparametric nuisance parameter. Note that the nonparametric component can be approximated by a linear combination of some known functions, thus, the partially linear model can be approximated by a linear model. Thereby, generalized p-values for a linear model are studied first, and then the results are extended to the situation of partially linear model. Small sample frequency properties are analyzed theoretically. Meanwhile, simulations are conducted to assess the finite sample performance of the tests based on the proposed p-values.展开更多
基金This work was partly supported by the National Natural Science Foundation of China(Grant Nos.10271013,30600119 and 90403130)the Fund of Shandong University of Technology(Grant Nos.2006KJZ01,2005KJM18)
文摘This paper provides a general method for constructing generalized p-value via the fiducial inference.Furthermore,the power properties of the generalized test are discussed.As illustrations, the two-parameter exponential distribution and unbalanced two-fold nested design are researched.It is shown that the resulting generalized p-values are of good frequency property.
基金This research is supported by the National Natural Science Foundation of China under Grant No. 10771015 and the Start-Up Funds for Doctoral Scientific Research of Shandong University of Finance.
文摘The one-sided and two-sided hypotheses about the parametric component in partially linear model are considered in this paper. Generalized p-values are proposed based on fiducial method for testing the two hypotheses at the presence of nonparametric nuisance parameter. Note that the nonparametric component can be approximated by a linear combination of some known functions, thus, the partially linear model can be approximated by a linear model. Thereby, generalized p-values for a linear model are studied first, and then the results are extended to the situation of partially linear model. Small sample frequency properties are analyzed theoretically. Meanwhile, simulations are conducted to assess the finite sample performance of the tests based on the proposed p-values.
