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Activity Number: 115
Type: Contributed
Date/Time: Monday, August 7, 2006 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #305476
Title: On the Stability of Statistical Tests
Author(s): Daniele De Martini*+
Companies: Università del Piemonte Orientale
Address: Via Perrone 18, Novara, 28100, Italy
Keywords: plug-in power estimation ; observed power ; rejection region thresholds ; power lower bounds
Abstract:

Stemming from the variability of statistical tests, we define rejection regions on the basis of the estimator of the power of the test, which also measures the reproducibility probability of statistical significance. The threshold for the power estimator to define statistical tests turns out to be 1/2, at least approximately. We then introduce the notion of stability, which is satisfied when the lower bound of the power falls in the rejection region. We show that stability evaluation can be performed in parametric and nonparametric frameworks.

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