Testing retrospective hypotheses
Zakhar G. Maymin, Sam Gutmann · Canadian Journal of Statistics · 1992
Abstract This paper develops a conditional approach to testing hypotheses set up after viewing the data. For example, suppose Xi are estimates of location parameters θi, i = 1,…n. We show how to compute p‐values for testing whether θ1 is one of the three largest θi after observing that X1 is one of the three largest Xi, or for testing whether θ1 > θ2 > … > θn after observing X1 >X2> … >Xn.