A Simplified Monte Carlo Significance Test Procedure

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ID: 298940
1968
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Ranked #109 of 145 articles by views in Journal of the Royal Statistical Society Series B (Statistical Methodology)

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Abstract
Summary The use of Monte Carlo test procedures for significance testing, with smaller reference sets than are now generally used, is advocated. It is shown that, for given α = 1/n, n a positive integer, the power of the Monte Carlo test procedure is a monotone increasing function of the size of the reference set, the limit of which is the power of the corresponding uniformly most powerful test. The power functions and efficiency of the Monte Carlo test to the uniformly most powerful test are discussed in detail for the case where the test criterion is N(γ, 1). The cases when the test criterion is Student's t-statistic and when the test statistic is exponentially distributed are considered also.
Reference Key
openalex_W2905482938 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Adery C. A. Hope
Journal Journal of the Royal Statistical Society Series B (Statistical Methodology)
Year 1968
DOI
10.1111/j.2517-6161.1968.tb00759.x
URL
https://doi.org/10.1111/j.2517-6161.1968.tb00759.x
Keywords Keywords not found

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