Truncated sequential Monte Carlo test with exact power

DOI10.1214/16-BJPS339MaRDI QIDQ1654322zbMATH OpenOpenAlexWikidataFDO

Authors Ivair Silva, Renato Martins Assunção

Publication date 8 August 2018

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bjps/1523952013

zbMATH Keywords

\(p\)-valueexact hypothesis testingpower loss upper boundssequential Monte Carlo design

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

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Cites work

• scientific article; zbMATH DE number 927331 (Why is no real title available?)
• scientific article; zbMATH DE number 3298430 (Why is no real title available?)
• A maximized sequential probability ratio test for drug and vaccine safety surveillance
• A note on exponential bounds for binomial probabilities
• Designing Monte Carlo implementations of permutation or bootstrap hypothesis tests
• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• Modified Randomization Tests for Nonparametric Hypotheses
• NUMERICAL STUDIES IN THE SEQUENTIAL ESTIMATION OF A BINOMIAL PARAMETER
• Optimal generalized truncated sequential Monte Carlo test
• Power of the Sequential Monte Carlo Test
• Prospective Time Periodic Geographical Disease Surveillance Using a Scan Statistic
• Sequential Tests of Statistical Hypotheses
• Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk

Cited in

(9)

• Confidence intervals for spatial scan statistic
• Kronecker delta method for testing independence between two vectors in high-dimension
• Optimal generalized truncated sequential Monte Carlo test
• Power of the Sequential Monte Carlo Test
• Frequentist-Bayesian Monte Carlo testing
• Sequential Monte-Carlo methods for permutations tests on truncated data
• On the expected runtime of multiple testing algorithms with bounded error
• A simple method for implementing Monte Carlo tests
• Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

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Uses Software

• simctest

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