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On Using Truncated Sequential Probability Ratio Test Boundaries for Monte Carlo Implementation of Hypothesis Tests

When designing programs or software for the implementation of Monte Carlo (MC) hypothesis tests, we can save computation time by using sequential stopping boundaries. Such boundaries imply stopping resampling after relatively few replications if the early replications indicate a very large or very s...

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Detalhes bibliográficos
Main Authors: Fay, Michael P., Kim, Hyune-Ju, Hachey, Mark
Formato: Artigo
Idioma:Inglês
Publicado em: 2007
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC2467508/
https://ncbi.nlm.nih.gov/pubmed/18633453
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/106186007X257025
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