CURRENT RESEARCH
TOPICS
The asymptotic accuracy
of estimated P-values. It is claimed by Fraser and Rousseau
(2008) that for continuous problems one application of the E-Step in an
approximate P-value gives an inference with error O(n-1) and that a
second application gives error O(n-3/2) . For discrete models,
estimation has been recommended by Lloyd (2008) primarily as a method of
generating a better ordering. We investigate the accuracy of estimated P-values
for discrete models numerically. It appears that the asymptotic error rate for the
estimated P-value is the same as for the approximate P-value but the constant
involves is much smaller.
