Comparing and validating hypothesis test procedures: Graphical and numerical tools

Pedro Delicado and Iolanda Placencia

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: When the behaviour of a specific hypothesis test statistic is studied by a Monte Carlo experiment, the usual way to describe its quality is by giving the empirical level of the test. As an alternative to this procedure, we use the empirical distribution of the obtained \emph{p-}values and exploit its information both graphically and numerically.

Keywords: Simulation; graphics; goodness of fit; distances between distribution functions (search for similar items in EconPapers)
JEL-codes: C12 C15 (search for similar items in EconPapers)
Date: 1997-04
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://econ-papers.upf.edu/papers/210.pdf Whole Paper (application/pdf)

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:upf:upfgen:210

Access Statistics for this paper

More papers in Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra
Bibliographic data for series maintained by ( this e-mail address is bad, please contact ).