[EMAIL PROTECTED] wrote:
The context is "goodness-of-fit techniques"
Suppose I want to know whether a sample of data comes from
say an exponential distribution or not.
I have a test statistic T, but I do not know its cummulative
distribution.
Suppose an observed value of T is t
How do I find the p-value in this case by simulation?
that is how do I find P(T>t)
Simulate 1000 (or 100000) values of T for which the null is true, and
see where t falls in that distribution.
Duncan Murdoch
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