Confidence Intervals From Monte Carlo Tests
从蒙特卡洛检验构造置信区间
It is argued that confidence sets can be derived from Monte Carlo tests by exploiting the equivalence between confidence estimation and hypothesis testing.The approach benefits from the wide applicability of this class of tests and the high level accuracy that is passed on to the confidence sets.The main problem is whether the confidence sets are simple enough to be of practical interest.A conservative general approximation is given, but most of the paper deals with exact…