Generalized Monte Carlo significance tests

作者: JULIAN BESAG , PETER CLIFFORD

DOI: 10.1093/BIOMET/76.4.633

关键词: Test statisticMarkov chain Monte CarloMonte Carlo methodStatisticsHybrid Monte CarloMarkov chainMathematicsStatistical physicsDynamic Monte Carlo methodStatistical hypothesis testingMonte Carlo molecular modeling

摘要: SUMMARY Simple Monte Carlo significance testing has many applications, particularly in the preliminary analysis of spatial data. The method requires value test statistic to be ranked among a random sample values generated according null hypothesis. However, there are situations which can only conveniently using Markov chain, initiated by observed data, so that independence is violated. This paper describes two methods overcome problem dependence and allow exact tests carried out. applied Rasch model, finite lattice Ising model association between processes. Power discussed simple case.

参考文章(22)
Peter Hall, D. M. Titterington, The Effect of Simulation Order on Level Accuracy and Power of Monte Carlo Tests Journal of the royal statistical society series b-methodological. ,vol. 51, pp. 459- 467 ,(1989) , 10.1111/J.2517-6161.1989.TB01440.X
F. H. C. Marriott, Barnard's Monte Carlo Tests: How Many Simulations? Journal of The Royal Statistical Society Series C-applied Statistics. ,vol. 28, pp. 75- 77 ,(1979) , 10.2307/2346816
Julian Besag, Peter J. Diggle, Simple Monte Carlo Tests for Spatial Pattern Applied Statistics. ,vol. 26, pp. 327- 333 ,(1977) , 10.2307/2346974
F. N. David, Measurement of diversity Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Theory of Statistics. pp. 631- 648 ,(1972)
AA Barker, Monte Carlo calculations of the radial distribution functions for a proton-electron plasma Australian Journal of Physics. ,vol. 18, pp. 119- 134 ,(1965) , 10.1071/PH650119
Karl-Heinz Jockel, Finite Sample Properties and Asymptotic Efficiency of Monte Carlo Tests Annals of Statistics. ,vol. 14, pp. 336- 347 ,(1986) , 10.1214/AOS/1176349860
Peter Clifford, Sylvia Richardson, Denis Hemon, None, Assessing the Significance of the Correlation between Two Spatial Processes Biometrics. ,vol. 45, pp. 123- 134 ,(1989) , 10.2307/2532039
Andrew David Cliff, J. Keith Ord, Spatial Processes Models and Applications ,(1981)