nonparametric monte carlo tests and their applications外语英文电子书

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1、LectureNotesinStatistics182EditedbyP.Bickel,P.Diggle,S.Fienberg,U.Gather,I.Olkin,S.ZegerLixingZhuNonparametricMonteCarloTestsandTheirApplicationsWith15FiguresLixingZhuDepartmentofStatisticsandActuarialScienceUniversityofHongKongandChineseAcademyofSciencesPokfulamRoadHongKonglzhu@hku.hkLibr

2、aryofCongressControlNumber:2005926894ISBN-10:0-387-25038-7ISBN-13:978-0387-25038-0Printedonacid-freepaper.©2005SpringerScience+BusinessMedia,Inc.Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,Inc.,2

3、33SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnec-tionwithanyformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispubli

4、cationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Camerareadycopyprovidedbytheeditors.PrintedintheUnitedStatesofAmerica.(EB)987654321springeronline.comLixingZhuN

5、onparametricMonteCarloTestsandTheirApplicationsSPINSpringer’sinternalprojectnumber,ifknown–LectureNotes–June26,2005SpringerBerlinHeidelbergNewYorkHongKongLondonMilanParisTokyoTomywifeandson:QiushiandQingqingPrefaceMonteCarloapproximationstothedistributionsofstatisticshavebecomeimportanttoo

6、lsinstatistics.Instatisticalinference,MonteCarloapproxima-tionisperformedbycomparingthedistributionofastatisticbasedontheobserveddataandthatbasedonreferencedata.Howtogeneratereferencedataisacrucialquestioninthisresearcharea.Inaparametricsetup,theMonteCarlotest(MCT)wasfirstintroducedbyBarnar

7、d(1963),inhisdiscussionofBartlett’s(1963)paper.MCThassomenicefeaturesandisverysimilartotheparametricbootstrap;seeBeranandDucharme(1991).Thereareseveraldevelopmentsafterwards.TheoptimalityandcomputationalefficiencyofMCThavebeeninvestigated.MCThasalsobeenappliedto