Title

P‐Values for Two‐Sided Tests

Abstract

The problem of defining P‐values for two‐sided tests is considered when the null density f0 of the associated test statistic is strictly unimodal. It is argued that the usual practice of defining P‐values for two‐sided tests as twice the one‐tail P‐value is only justifable when f0 is symmetric. To accomodate testing problems with asymmetric null distributions a more general definition of two‐sided P‐value is given. Copyright © 1990 WILEY‐VCH Verlag GmbH & Co. KGaA

Publication Title

Biometrical Journal

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