Using the rejection sampling for finding tests

Fuente: arXiv
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Kuismin, Markku
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
_version_ 1866914380398985216
author Kuismin, Markku
author_facet Kuismin, Markku
contents A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three distinct empirical examples are presented: (1) examine the differences between group means of correlated (repeated) or independent samples, (2) examine if a mean vector equals to a specific fixed vector, and (3) investigate if samples come from a specific population distribution. The simulation examples indicate that the new test has similar statistical power as uniformly the most powerful (unbiased) tests. Moreover, these examples demonstrate that the new test is a powerful goodness-of-fit test.
format Preprint
id arxiv_https___arxiv_org_abs_2509_10325
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Using the rejection sampling for finding tests
Kuismin, Markku
Methodology
A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three distinct empirical examples are presented: (1) examine the differences between group means of correlated (repeated) or independent samples, (2) examine if a mean vector equals to a specific fixed vector, and (3) investigate if samples come from a specific population distribution. The simulation examples indicate that the new test has similar statistical power as uniformly the most powerful (unbiased) tests. Moreover, these examples demonstrate that the new test is a powerful goodness-of-fit test.
title Using the rejection sampling for finding tests
topic Methodology
url https://arxiv.org/abs/2509.10325