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

Authors :
Santos, James D.
Filho, Nelson L. Souza
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