A p-value is the probability, computed under a null hypothesis, of obtaining a test statistic at least as unfavorable to that hypothesis as the observed value.
A random variable P∈[0,1] is super-uniform when P(P≤α)≤α for every α∈[0,1]. A valid p-value is super-uniform under its null hypothesis.
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- Statistical hypothesis test
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- Alternative hypothesis
- A p-value does not determine the type II error probability
- Benjamini-Hochberg leave-one-out identity
- Benjamini-Hochberg leave-two-out identity
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- Null distribution
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