Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

Sriananthakumar Sivagowry

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Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

机译：使用光学零假设的点最佳测试，通过最大化的蒙特卡罗方法测试复合无效假设

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King's Point Optimal (PO) test of a simple null hypothesis is useful in a number of ways, for example it can be used to trace the power envelope against which existing tests can be compared. However, this test cannot always be constructed when testing a composite null hypothesis. It is suggested in the literature that approximate PO (APO) tests can overcome this problem, but they also have some drawbacks. This paper investigates if King's PO test can be used for testing a composite null in the presence of nuisance parameters via a maximized Monte Carlo (MMC) approach, with encouraging results.

机译：King的点最佳（PO）对简单的零假设的测试是在许多方式中有用的，例如它可用于跟踪可以比较现有测试的功率包络。但是，在测试复合无效假设时，不能始终构建此测试。在文献中建议近似PO（apo）测试可以克服这个问题，但它们也有一些缺点。本文调查了KING的PO测试，通过最大化的蒙特卡罗（MMC）方法在存在滋扰参数时可用于测试复合零点，令人鼓舞的结果。

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来源
《Econometric Reviews》 |2019年第5期|451-464|共14页
作者
Sriananthakumar Sivagowry;
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作者单位

RMIT Univ Sch Econ Finance & Mkt Melbourne Vic Australia;

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原文格式 PDF
正文语种 eng
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关键词
Fundamental Neyman-Pearson lemma; generalized Neyman-Pearson lemma; maximized Monte Carlo method; non-nested testing; PO testing;

机译：基本的Neyman-Pearson Lemma;广义Neyman-Pearson Lemma;最大化的蒙特卡罗方法;非嵌套测试;PO测试;

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1. Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach [J] . Sriananthakumar Sivagowry Econometric Reviews . 2019,第1a5期

机译：使用简单零假设的点最优检验通过最大化蒙特卡洛方法测试复合零假设
2. Perspectives on the Use of Null Hypothesis Statistical Testing. Part II: Is Null Hypothesis Statistical Testing an Irregular Bulk of Masonry? [J] . Marmolejo-Ramos Fernando, Cousineau Denis Educational and Psychological Measurement . 2017,第4期

机译：零假假设统计测试使用的透视图。第II部分：是不规则的大部分砌体的空假设统计测试？
3. Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison [J] . Vasco J. Gabriel Econometric Reviews . 2003,第4期

机译：协整的零假设检验：蒙特卡洛比较
4. Null hypothesis significance testing in simulation [C] . Marko A. Hofmann Winter Simulation Conference . 2016

机译：模拟中的零假设重要性检验
5. Panel unit root tests under the null hypothesis of stationarity and confirmatory analysis with applications to PPP and the convergence hypothesis. [D] . Choi, Chi-Young. 2000

机译：平稳性和验证性分析的零假设下的面板单位根检验，以及对PPP和收敛假设的应用。
6. Perspectives on the Use of Null Hypothesis Statistical Testing. Part II: Is Null Hypothesis Statistical Testing an Irregular Bulk of Masonry? [O] . Fernando Marmolejo-Ramos, Denis Cousineau 2017

机译：使用零假设统计检验的观点。第二部分：零假设统计检验是否是不规则的砌体？
7. Perspectives on the Use of Null Hypothesis Statistical Testing. Part II: Is Null Hypothesis Statistical Testing an Irregular Bulk of Masonry? [O] . Fernando Marmolejo-Ramos, Denis Cousineau 2016

机译：零假假设统计检测使用的透视图。第二部分：是零假假设统计测试，不规则大部分砌体？

Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

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