BulDML at Institute of Mathematics and Informatics: On Statistical Hypothesis Testing via Simulation Method

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BulDML at Institute of Mathematics and Informatics >
ITHEA >
International Journal ITA >
2003 >
Volume 10 Number 4 >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/970

Title:	On Statistical Hypothesis Testing via Simulation Method
Authors:	Dimitrov, B. Green, D. Rykov, V. Stanchev, Peter
Keywords:	Likelihood Ratio Test Monte-Carlo Simulation Method LRT
Issue Date:	2003
Publisher:	Institute of Information Theories and Applications FOI ITHEA
Abstract:	A procedure for calculating critical level and power of likelihood ratio test, based on a Monte-Carlo simulation method is proposed. General principles of software building for its realization are given. Some examples of its application are shown.
URI:	http://hdl.handle.net/10525/970
ISSN:	1313-0463
Appears in Collections:	Volume 10 Number 4

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