Paper #210

Títol:

Comparing and validating hypothesis test procedures: Graphical and numerical tools

Autors:

Pedro Delicado i Iolanda Placencia

Data:

Abril 1997

Resum:

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.

Paraules clau:

Simulation, graphics, goodness of fit, distances between distribution functions

Codis JEL:

C12, C15

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Publicat a:

Communications in Statistics. Simulation and Computation, 30 (2), pp. 403-422, 2001
Amb el títol:
Comparing empirical distributions of p-values from simulations

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