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Conservative hypothesis tests and confidence intervals using importance sampling

Importance sampling is a common technique for Monte Carlo approximation, including that of p-values. Here it is shown that a simple correction of the usual importance sampling p-values provides valid p-values, meaning that a hypothesis test created by rejecting the null hypothesis when the p-value i...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Harrison, Matthew T.
Format: Artigo
Sprache:Inglês
Veröffentlicht: Oxford University Press 2012
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC3412608/
https://ncbi.nlm.nih.gov/pubmed/23049134
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asr079
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