Paper #210

Title:

Comparing and validating hypothesis test procedures: Graphical and numerical tools

Authors:

Pedro Delicado and Iolanda Placencia

Date:

April 1997

Abstract:

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.

Keywords:

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

JEL codes:

C12, C15

Area of Research:

Statistics, Econometrics and Quantitative Methods

Published in:

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

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