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VOL. 45 | 2004 Conservative bounds on extreme P-values for testing the equality of two probabilities based on very large sample sizes


With very large sample sizes the conventional calculations for tests of the equality of two probabilities can lead to very small P-values. In those cases, the large deviation effects make inappropriate the asymptotic normality approximations on which those calculations are based. While reasonable interpretations of the data would tend to reject the hypothesis in those cases, it is desireable to have conservative estimates which don’t underestimate the P-value. The calculation of such estimates is presented here.


Published: 1 January 2004
First available in Project Euclid: 28 November 2007

zbMATH: 1268.62047
MathSciNet: MR2126902

Digital Object Identifier: 10.1214/lnms/1196285395

Primary: 62F03
Secondary: 62B10

Keywords: Chernoff bound , Poisson , P-values , Yates continuity correction

Rights: Copyright © 2004, Institute of Mathematical Statistics


Vol. 45 • 1 January 2004
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