Three methods to apply the bootstrap correctly to hypothesis testing
Loading...
Date
Authors
Allison, J.S.
Swanepoel, J.W.H.
Journal Title
Journal ISSN
Volume Title
Publisher
SASA
Abstract
In this paper we discuss three methods to apply the bootstrap correctly to hypothesis testing. For each of these methods a simple example is considered, namely testing the variance of a population. The shortcoming associated with implementing bootstrap testing procedures incorrectly is analysed by making use of this example. Some theoretical properties of the corresponding bootstrap critical values are derived. The results of a simulation study are presented to provide empirical comparison between the different methods and to substantiate the theoretical findings
Description
Citation
Allison, J.S. & Swanepoel, J.W.H. 2010. Three methods to apply the bootstrap correctly to hypothesis testing. South African statistical journal = Suid-Afrikaanse statistiese tydskrif, 44(2):123-143 [http://hdl.handle.net/10520/EJC99125]