Reference : An efficient method to generate data and compute exact P-values in goodness-of-fit testing
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/30854
An efficient method to generate data and compute exact P-values in goodness-of-fit testing
English
[fr] Une méthode efficace pour générer des données et calculer des P-valeurs exactes avec le test de conformité
Magis, David mailto [Université de Liège - ULiège > Département de mathématique > Statistique mathématique >]
2008
Communications in Statistics: Simulation and Computation
Taylor & Francis
37
805-815
Yes (verified by ORBi)
International
0361-0918
[en] Goodness of fit ; data generation ; exact P-value
[en] In this article, we use a characterization of the set of sample counts that do not match with the null hypothesis of the test of goodness of fit. Two direct applications arise: first, to instantaneously generate data sets whose corresponding asymptotic P-values belong to a certain pre-defined range; and second, to compute exact P-values for this test in an efficient way. We present both issues before illustrating them by analyzing a couple of data sets. Method’s efficiency is also assessed by means of simulations. We focus on Pearson’s X2 statistic but the case of likelihood-ratio statistic is also discussed.
http://hdl.handle.net/2268/30854
10.1080/03610910701684645

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