A note on P-values for two-sided tests.

Abstract excerpt

Based on uniformly most powerful unbiased (UMPU) tests for two-sided hypotheses and a short note in Lehmann (1959) on critical levels for randomized tests, Meulepas (1998, 1999) proposed (two-tailed) P -values taking into account the randomization constant(s) of the UMPU-tests. While UMPU-tests need an extra uniform observation if randomization is required, the P -values proposed by Meulepas need no extra uniform...

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