English, Article, Journal or magazine article edition: A New Method for Constructing Exact Tests without Making any Assumptions Karl Schlag

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Bookmark: http://trove.nla.gov.au/version/154547
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A New Method for Constructing Exact Tests without Making any Assumptions
Author
  • Karl Schlag
Physical Description
  • preprint
Notes
  • We present a new method for constructing exact distribution-free tests (and confidence intervals) for variables that can generate more than two possible outcomes. This method separates the search for an exact test from the goal to create a non- randomized test. Randomization is used to extend any exact test relating to means of variables with finitely many outcomes to variables with outcomes belonging to a given bounded set. Tests in terms of variance and covariance are reduced to tests relating to means. Randomness is then eliminated in a separate step. This method is used to create confidence intervals for the difference between two means (or variances) and tests of stochastic inequality and correlation.
  • Distribution-free, nonparametric, exact hypothesis testing, unavoidable inaccuracy, nonparametric Behrens-Fisher problem, UMPU test, Kendall's tau, Qn
  • RePEc:upf:upfgen:1109
Language
  • English
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