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A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests.
- Source :
-
Communications in Statistics: Simulation & Computation . 2019, Vol. 48 Issue 9, p2655-2659. 5p. - Publication Year :
- 2019
-
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]
Details
- Language :
- English
- ISSN :
- 03610918
- Volume :
- 48
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 138524364
- Full Text :
- https://doi.org/10.1080/03610918.2018.1458140