Abstract
We describe a simple general formula for approximating the p-value for testing a scalar parameter in the presence of nuisance parameters. The formula covers both frequentist and Bayesian contexts and does not require explicit nuisance parameterisation. Implementation is discussed in terms of computer algebra packages. Examples are given and the relationship to Barndorff-Nielsen's approximation is discussed.
Original language | English |
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Pages (from-to) | 249-264 |
Number of pages | 16 |
Journal | Biometrika |
Volume | 86 |
Issue number | 2 |
DOIs | |
State | Published - 1999 |
Keywords
- Asymptotic theory
- Likelihood method
- Pivotal quantity
- Tail probability
- Third-order inference
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics, Probability and Uncertainty
- Applied Mathematics