Truncated sequential Monte Carlo test with exact power

DOI10.1214/16-BJPS339zbMath1395.62250OpenAlexW2801405707WikidataQ129968350 ScholiaQ129968350MaRDI QIDQ1654322

Renato M. Assunção, Ivair R. Silva

Publication date: 8 August 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1523952013

zbMATH Keywords

\(p\)-valueexact hypothesis testingpower loss upper boundssequential Monte Carlo design

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Related Items (6)

Kronecker delta method for testing independence between two vectors in high-dimension ⋮ Confidence intervals for spatial scan statistic ⋮ Frequentist-Bayesian Monte Carlo testing ⋮ On the expected runtime of multiple testing algorithms with bounded error ⋮ A simple method for implementing Monte Carlo tests ⋮ Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

Uses Software

• simctest

Cites Work

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• Prospective Time Periodic Geographical Disease Surveillance Using a Scan Statistic
• Designing Monte Carlo Implementations of Permutation or Bootstrap Hypothesis Tests
• Sequential Tests of Statistical Hypotheses

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