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Title:
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A New Method for Constructing Exact Tests without Making any Assumptions
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Author:
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Schlag, Karl H.
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Other authors:
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Universitat Pompeu Fabra. Departament d'Economia i Empresa |
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Abstract:
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We present a new method for constructing exact distribution-free tests (and confidence intervals) for variables that can generate more than two possible outcomes. This method separates the search for an exact test from the goal to create a non- randomized test. Randomization is used to extend any exact test relating to means of variables with finitely many outcomes to variables with outcomes belonging to a given bounded set. Tests in terms of variance and covariance are reduced to tests relating to means. Randomness is then eliminated in a separate step. This method is used to create confidence intervals for the difference between two means (or variances) and tests of stochastic inequality and correlation. |
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Publication date:
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2008-09-25 |
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Subject(s):
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Distribution-free, nonparametric, exact hypothesis testing, unavoidable inaccuracy, nonparametric Behrens-Fisher problem, UMPU test, Kendall's tau, Qn |
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Rights:
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Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el departament i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/) |
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Document type:
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Working Paper |
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