Advantages of variance stabilization

DOI10.1111/J.1467-9469.2011.00768.XMaRDI QIDQ3145564zbMATH OpenOpenAlexFDO

Authors Stephan Morgenthaler, Robert G. Staudte

Publication date 21 December 2012

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2011.00768.x

zbMATH Keywords

meta-analysislikelihood ratio testsKullback-Leibler informationp-valueslaw of likelihoodevidentiary statistics

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03)

Recommendations

• Variance stabilization and the bootstrap
• Variance Stabilization for a Scalar Parameter
• Variance stabilizing transformations, studentization and the bootstrap
• Variance stabilizing transformation and studentization for estimator of correlation coefficient
• Variance stabilizing the difference of two binomial proportions

Cites work

• Assessing Evidence in Multiple Hypotheses
• Calibration of \(\rho \) values for testing precise null hypotheses
• Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
• Expected Significance Level as a Sensitivity Index for Test Statistics
• Meta Analysis
• On the Probability of Observing Misleading Statistical Evidence
• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• The Behavior of the P-Value When the Alternative Hypothesis is True
• Transformation theory: How normal is a family of distributions?
• Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors
• Variance stabilizing the difference of two binomial proportions
• Variance stabilizing transformation and studentization for estimator of correlation coefficient
• Variance stabilizing transformations, studentization and the bootstrap

Cited in

(7)

• Evidence for goodness of fit in Karl Pearson chi-squared statistics
• Variance Stabilization for a Scalar Parameter
• The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number
• Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support
• Distribution-free confidence intervals for the standardized median
• Better than you think: interval estimators of the difference of binomial proportions
• Inference for quantile measures of skewness

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