Finite Sample Properties and Asymptotic Efficiency of Monte Carlo Tests
蒙特卡洛检验的有限样本性质与渐近效率
Since their introduction by Dwass (1957) and Barnard (1963), Monte Carlo tests have attracted considerable attention. The aim of this paper is to give a unified approach that covers the case of an arbitrary null distribution in order to study the statistical properties of Monte Carlo tests under the null hypothesis and under the alternative. For finite samples we obtain bounds for the power of the Monte Carlo test with the original test that allow determination of the…