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5. A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests.

Author

Santos, James D. and Filho, Nelson L. Souza

Subjects
*BETA distribution, *METROPOLIS, *DATA distribution, *EXPONENTIAL families (Statistics)
Abstract

Conditional tests are constructed by conditioning a fit measure to a minimal sufficient statistic. To calculate the p-value of these tests, Monte Carlo methods with co-sufficient samples can be used. In this paper we show how to simulate co-sufficient samples when the data distribution belongs to the exponential family with doubly transitive sufficient statistics. The proposed method is illustrated using the beta distribution. [ABSTRACT FROM AUTHOR]

Published
2019
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