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The Expected P-Value of the Sign Test Under a Non-i.i.d. Alternative
The Expected P-Value of the Sign Test Under a Non-i.i.d. Alternative
Written by:
Charles D. Coleman
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.
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