Simulated Power Functions
Open Access
- 1 March 1986
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 14 (1) , 151-173
- https://doi.org/10.1214/aos/1176349847
Abstract
Tests for a null hypothesis whose specification involves an unknown nuisance parameter may be obtained by inverting a bootstrap confidence region for the parameter being tested or by constructing a simulated null distribution for the test statistic. The power of either test against certain alternatives involving the same unknown nuisance parameter can itself be estimated by simulation.Keywords
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