2 GUIDELINES FOR BOOTSTRAP HYPOTHESIS-TESTING

2 GUIDELINES FOR BOOTSTRAP HYPOTHESIS-TESTING
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DOI:
10.2307/2532163
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发表时间:
1991-06-01
期刊:
影响因子:
1.9
通讯作者:
WILSON, SR
WILSON, SR
中科院分区:
数学3区
文献类型:
--
作者:
HALL, P;WILSON, SR

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两个准则的非参数自助假设检验突出显示。 第一个建议,即使真实假设与零假设相距甚远,也要以反映零假设的方式进行重新检验。 第二个准则认为,自举假设检验应该采用已经被认为在置信区间构建的密切相关的问题中具有良好功能的方法。 违反第一条准则会严重降低测试的能力。 有时这种减少是惊人的,因为当零假设严重错误时,这种减少是最严重的。 第二条准则在检验结论不明确时具有一定的重要性。 它与功率没有直接关系,但提高了测试的水平精度。
Two guidelines for nonparametric bootstrap hypothesis testing are highlighted. The first recommends that resampling be done in a way that reflects the null hypothesis, even when the true hypothesis is distant from the null. The second guideline argues that bootstrap hypothesis tests should employ methods that are already recognized as having good features in the closely related problem of confidence interval construction. Violation of the first guideline can seriously reduce the power of a test. Sometimes this reduction is spectacular, since it is most serious when the null hypothesis is grossly in error. The second guideline is of some importance when the conclusion of a test is equivocal. It has no direct bearing on power, but improves the level accuracy of a test.