Re: Bootstrapping Hypothesis Test

From: Richard Ulrich (Rich.Ulrich_at_comcast.net)
Date: 09/23/04 

Date: Thu, 23 Sep 2004 01:00:55 -0400

 - asking for clarification -

On Wed, 22 Sep 2004 18:51:34 +0000 (UTC), lbloomer@mtsu.edu (Lisa
Bloomer) wrote:

> Hi,
>
> I need to know what characteristics a test statistic has to satisfy
> for the distribution of the bootstrapped estimate of the p-value to
> converge to the uniform distribution.
>
> Does anyone have a reference for me to an article that might deal with
> this?

Bootstrapped? Are you sure? Or, could you be confusing
two of the computer-intensive methods....

What you get from *bootstrapping* depends largely on
the fixed sample that you start with, and not on the test
statistic. Looking at their p-values also seems odd.

It is a lot easier for me to make sense of the question
if you are asking about the results of Monte Carlo
estimation. For example,

 - What allows a Monte Carlo estimator of a statistic
to result in p-values that are uniform? 

-- 
Rich Ulrich, wpilib@pitt.edu
http://www.pitt.edu/~wpilib/index.html
Loading