Asymptotic Lognormality of $P$-Values
Asymptotic Lognormality of $P$-Values
Sufficient conditions for asymptotic lognormality of exact and approximate, unconditional and conditional $P$-values are established. It is pointed out that the mean, which is half the Bahadur slope, and the standard deviation of the asymptotic distribution of the log transformed $P$-value together, but not the mean alone, permit approximation of …