On Statistical Hypothesis Testing Via Simulation Method

Boyan N. Dimitrov; David Green; Vladimir Rykov; Peter L. Stanchev

On Statistical Hypothesis Testing Via Simulation Method

Boyan N. Dimitrov, David Green, Vladimir Rykov, Peter L. Stanchev

Kettering University

Research output: Contribution to conference › Presentation

Abstract

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.

Original language	American English
State	Published - Jun 23 2003
Event	Information Theories Applications - Duration: Jun 23 2003 → …

Conference

Conference	Information Theories Applications
Period	6/23/03 → …

Keywords

Likelihood Ratio Test
Monte-Carlo Simulation Method
LRT

Disciplines

Mathematics

Access to Document

http://sci-gems.math.bas.bg/jspui/handle/10525/970

Cite this

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title = "On Statistical Hypothesis Testing Via Simulation Method",

abstract = " 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.",

keywords = "Likelihood Ratio Test, Monte-Carlo Simulation Method, LRT",

author = "Dimitrov, {Boyan N.} and David Green and Vladimir Rykov and Stanchev, {Peter L.}",

year = "2003",

month = jun,

day = "23",

language = "American English",

note = "Information Theories Applications ; Conference date: 23-06-2003",

}

TY - CONF

T1 - On Statistical Hypothesis Testing Via Simulation Method

AU - Dimitrov, Boyan N.

AU - Green, David

AU - Rykov, Vladimir

AU - Stanchev, Peter L.

PY - 2003/6/23

Y1 - 2003/6/23

N2 - 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.

AB - 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.

KW - Likelihood Ratio Test

KW - Monte-Carlo Simulation Method

KW - LRT

UR - https://digitalcommons.kettering.edu/mathematics_conference/13

UR - http://sci-gems.math.bas.bg/jspui/handle/10525/970

M3 - Presentation

T2 - Information Theories Applications

Y2 - 23 June 2003

ER -

On Statistical Hypothesis Testing Via Simulation Method

Abstract

Conference

Keywords

Disciplines

Access to Document

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Cite this