An algorithm to compute the power of Monte Carlo tests with guaranteed precision

DOI10.1214/12-AOS1076zbMath1347.62011arXiv1110.1248WikidataQ57834960 ScholiaQ57834960MaRDI QIDQ1952445

Axel Gandy, Patrick Rubin-Delanchy

Publication date: 30 May 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.1248

zbMATH Keywords

algorithmpowersignificance testMonte Carlo testing

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Bootstrap, jackknife and other resampling methods (62F40) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (4)

MMCTest-A Safe Algorithm for Implementing Multiple Monte Carlo Tests ⋮ A simple method for implementing Monte Carlo tests ⋮ An algorithm to compute the power of Monte Carlo tests with guaranteed precision ⋮ A proportional hazards regression model with change-points in the baseline function

Uses Software

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• CRAN
• simctest
• bootlib

Cites Work

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• Unnamed Item
• An algorithm to compute the power of Monte Carlo tests with guaranteed precision
• Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk
• Uniform stochastic ordering and related inequalities
• Probability Inequalities for Sums of Bounded Random Variables
• Some Results for Discrete Unimodality

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