The Annals of Statistics

Simulated Power Functions

Rudolf Beran

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Abstract

Tests for a null hypothesis whose specification involves an unknown nuisance parameter may be obtained by inverting a bootstrap confidence region for the parameter being tested or by constructing a simulated null distribution for the test statistic. The power of either test against certain alternatives involving the same unknown nuisance parameter can itself be estimated by simulation.

Article information

Source
Ann. Statist., Volume 14, Number 1 (1986), 151-173.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176349847

Digital Object Identifier
doi:10.1214/aos/1176349847

Mathematical Reviews number (MathSciNet)
MR829560

Zentralblatt MATH identifier
0622.62051

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing
Secondary: 62E20: Asymptotic distribution theory

Keywords
Simulation bootstrap critical value power function nonparametric tests

Citation

Beran, Rudolf. Simulated Power Functions. Ann. Statist. 14 (1986), no. 1, 151--173. doi:10.1214/aos/1176349847. https://projecteuclid.org/euclid.aos/1176349847


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