Monte Carlo evaluation of resampling-based hypothesis tests
Monte Carlo evaluation of resampling-based hypothesis tests
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DOI：
10.2307/2669393
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发表时间：
2000-06-01
影响因子：
3.7
通讯作者：
Zhang, J
中科院分区：
文献类型：
--
作者：
Boos, DD;Zhang, J
对需要重采样的测试的威力进行蒙特卡罗估计可能需要非常密集的计算。只要所得到的功率估计器能够校正偏差，就可以减小内部重采样环路的大小。在蒙特卡罗功率研究中，一种简单的线性外推方法在校正偏差方面表现良好，从而减少了计算时间。
Monte Carlo estimation of the power of tests that require resampling can be very computationally intensive. It is possible to reduce the size of the inner resampling loop as long as the resulting estimator of power can be corrected for bias. A simple linear extrapolation method is shown to perform well in correcting for bias and thus reduces computation time in Monte Carlo power studies.