On Statistical Hypothesis Testing via Simulation Method


Autoria(s): Dimitrov, B.; Green, D.; Rykov, V.; Stanchev, Peter
Data(s)

08/01/2010

08/01/2010

2003

Resumo

A procedure for calculating critical level and power of likelihood ratio test, based on a Monte-Carlo simulation method is proposed. General principles of software building for its realization are given. Some examples of its application are shown.

Identificador

1313-0463

http://hdl.handle.net/10525/970

Idioma(s)

en

Publicador

Institute of Information Theories and Applications FOI ITHEA

Palavras-Chave #Likelihood Ratio Test #Monte-Carlo Simulation Method #LRT
Tipo

Article