3⁄4is a Small Monte Carlo Analysis a Good Analysis?. Checking the Size, Power and Consistency of a Simulation-based Test
نویسنده
چکیده
In this paper we will study the relationship between the number of replications and the accuracy of the estimated quantiles of a distribution obtained by simulation. A method for testing hypotheses on the quantiles of a theoretical distribution using the simulated distribution is proposed, as well as a method to check the hypothesis of consistency of a test.
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تاریخ انتشار 2000