The Expected P-Value of the Sign Test Under a Non-i.i.d. Alternative

Written by:

Abstract

The expected p-value (EPV) of the Sign Test is computed under the assumption of non-i.i.d. Bernoulli random variables, a subset of which is always one while the other subset has parameter .5. The asymptotic EPV is also computed and its properties studied.

Page Last Revised - September 20, 2024