Statistical Tests: Asymptotic, Exact, ou based on Simulations?

This morning, in our mathematical statistics course, we’ve been discussing the ‘proportion test‘, i.e. given a sample of Bernoulli trials, with , we want to test against  A natural test (which can be related to the maximum likelihood ratio test) is  based on the statistic The test function is here To get the bounds of the acceptance region, we need the distribution of , under . Consider here a numerical application n=20 p=.5 set.seed(1) echantillon=sample(0:1,size=n, prob=c(1-p,p), replace=TRUE) the asymptotic distribution The first (and standard idea) is to use … Continue reading Statistical Tests: Asymptotic, Exact, ou based on Simulations? →

from R-bloggers http://ift.tt/1KmRdM7
via IFTTT