A new method for constructing exact tests without making any assumptions
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.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Africa Borges del Rosal & Concepción San Luis & Alfonso Sánchez-Bruno, 2003. "Dominance Statistics: A Simulation Study on the d Statistic," Quality & Quantity- International Journal of Methodology, Springer, vol. 37(3), pages 303-316, August.
- Fishman, George S., 1991. "Confidence intervals for the mean in the bounded case," Statistics & Probability Letters, Elsevier, vol. 12(3), pages 223-227, September.
- Simeon Djankov & Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer, 2005.
"The Law and Economics of Self-Dealing,"
NBER Working Papers
11883, National Bureau of Economic Research, Inc.
- Quinn McNemar, 1947. "Note on the sampling error of the difference between correlated proportions or percentages," Psychometrika, Springer;The Psychometric Society, vol. 12(2), pages 153-157, June.
- Reiczigel, Jeno & Zakarias, Ildiko & Rozsa, Lajos, 2005. "A Bootstrap Test of Stochastic Equality of Two Populations," The American Statistician, American Statistical Association, vol. 59, pages 156-161, May.
- Nancy Buchan & Rachel Croson, 1999. "Gender and Culture: International Experimental Evidence from Trust Games," American Economic Review, American Economic Association, vol. 89(2), pages 386-391, May.
- Karl Schlag, 2008. "Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference," Economics Working Papers 1099, Department of Economics and Business, Universitat Pompeu Fabra.
- Wolf, Michael & Romano, Joseph P., 2001. "Explicit nonparametric confidence intervals for the variance with guaranteed coverage," DES - Working Papers. Statistics and Econometrics. WS ws010302, Universidad Carlos III de Madrid. Departamento de Estadística.
When requesting a correction, please mention this item's handle: RePEc:upf:upfgen:1109. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.