Use of the Gibbs Sampler to Obtain Conditional Tests, with Applications

DOI10.1093/BIOMET/ASM065MaRDI QIDQ3606650zbMATH OpenOpenAlexFDO

Authors Richard A. Lockhart, Federico J. O'Reilly, Michael A. Stephens

Publication date 26 February 2009

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asm065

zbMATH Keywords

empirical distribution function testgoodness-of-fit testparametric bootstrapRao-Blackwellsufficient statistic

Mathematics Subject Classification ID

Sufficient statistics and fields (62B05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

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Cited in

(15)

• Use of the Gibbs sampler in expert systems
• Goodness-of-fit and sufficiency: exact and approximate tests
• On testing exponentiality based on a new estimator for the scale parameter
• Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling
• A variance ratio test of fit for Gamma distributions
• Exact conditional tests and approximate bootstrap tests for the von Mises distribution
• On goodness of fit tests for the Poisson, negative binomial and binomial distributions
• Approximate Conditional Inference in Exponential Families Via the Gibbs Sampler
• Conditional limit laws for goodness-of-fit tests
• scientific article; zbMATH DE number 849924 (Why is no real title available?)
• El uso de distribuciones condicionales dada una estadística suficiente
• A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests
• An exact Kolmogorov-Smirnov test for the Poisson distribution with unknown mean
• Durbin's random substitution and conditional Monte Carlo
• The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli

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