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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- Benjamini-Hochberg leave-one-out identity
- Deviance goodness-of-fit test
- Exact false discovery rate under independent null p-values
- First true null argument for Holm control
- Hochberg procedure
- Intersection hypothesis
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- Significance level
- Simes inequality
- Simes test
- Single-parameter boundary likelihood-ratio test
- Weighted interval testing for a piecewise-constant mean
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