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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...
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Oxford University Press
2012
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| Hasła przedmiotowe: | |
| Dostęp online: | 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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