Generalized p-value: Difference between revisions

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In Statistics, '''generalized p-valuesvalue''' is an extended version the classical [[p-value]]s, which except in a limited number of applications, provide only approximate solutions.

Conventional statistical methods do not provide exact solutions to many statistical problems such as those arise in Mixed Models, especially when the problem involves many [[nuisance parameter]]s. As a result, practitioners often resort to approximate statistical methods or asymptotic statistical methods that are valid only with large samples. With small samples, such methods often have poor performance. Use of approximate and asymptotic methods may lead to misleading conclusions or may fail to detect truly significant results from experiments.

Tests based on generalized p-values are exact statistical methods in that they are based on exact probability statements. While conventional statistical methods do not provide exact solutions to such problems as testing variance components or ANOVA under unequal variances, the references below provide exact tests based on generalized p-values..