Introduction and Examples

Thorsten Dickhaus

Chapter Chapter 1 in Theory of Nonparametric Tests, 2018, pp 1-23 from Springer

Abstract: Abstract In this introductory chapter, we first recall some basic concepts from mathematical statistics regarding statistical decision theory and, in particular, statistical test theory. Then, we deal with the concepts of conditional distributions and conditional expectations in a general manner. The treatment is based on a construction by means of Markov kernels. Finally, we give an introduction to the theory of nonparametric tests, and we discuss the specific examples of bootstrap tests (for one-sample problems) and permutation tests (for multi-sample problems) on a conceptual level.

Date: 2018
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-76315-6_1

Ordering information: This item can be ordered from
http://www.springer.com/9783319763156

DOI: 10.1007/978-3-319-76315-6_1

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().