Paper #210

Título:

Comparing and validating hypothesis test procedures: Graphical and numerical tools

Autores:

Pedro Delicado y Iolanda Placencia

Data:

Abril 1997

Resumen:

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.

Palabras clave:

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

Códigos JEL:

C12, C15

Área de investigación:

Estadística, Econometría y Métodos Cuantitativos

Publicado en:

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

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