Comparing and validating hypothesis test procedures: Graphical and numerical tools

When the behaviour of a specific hypothesis test statistic is studied by a Monte Carlo experiment, the usual way to describe its quality is by giving the empirical level of the test. As an alternative to this procedure, we use the empirical distribution of the obtained \emph{p-}values and exploit its information both graphically and numerically.

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Year of publication:	1997-04
Authors:	Delicado, Pedro ; Placencia, Iolanda
Institutions:	Department of Economics and Business, Universitat Pompeu Fabra
Subject:	Simulation \| graphics \| goodness of fit \| distances between distribution functions

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005827484