where the bound can be minimized over t 2 (0,1/2lmax). The upper bounds for the p-value given
by (11) and (13) are both calculated and the smaller
is used in cases where the numerical instability of (9)
may be a concern.
The original formulation, numerical integration of
(9), is preferable for most p-values, while the upper
bound described above is used for smaller p-values
(smaller than 0.001, based on our observations of the
numerical instability of the original formulation). Figure
1 shows the bounds with the blue and green
dashed lines; values in red exceeding the bounds
are a result of the numerical instability. Although
it would be preferable to determine the use of the
bound based on values of the test statistic rather than
the p-value, the range of “extreme” values of the test
statistic varies with the hypothesized distribution.