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A note on simultaneous Monte Carlo tests

Publikation: Working paperForskning



In this short note, Monte Carlo tests of goodness of fit for data of the form X(t), t ∈ I are considered, that reject the null hypothesis if X(t) leaves an acceptance region bounded by an upper and lower curve for some t in I. A construction of the acceptance region is proposed that complies to a given target level of rejection, and yields exact p-values. The construction is based on pointwise quantiles, estimated from simulated realizations of X(t) under the null hypothesis.
UdgiverCentre for Stochastic Geometry and advanced Bioimaging, Aarhus University
Antal sider8
StatusUdgivet - 2015
SerietitelCSGB Research Reports

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