A Metropolis algorithm to obtain co-sufficient samples with applications in conditional tests |
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| Authors: | James D. Santos Nelson L. Souza Filho |
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| Affiliation: | 1. Department of Statistics, Federal University of Amazonas, Manaus, Braziljames@ufam.edu.br!["ORCID]("//:0" "\"ORCID") https://orcid.org/0000-0002-0627-6126;3. Department of Statistics, Federal University of Amazonas, Manaus, Brazil |
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| Abstract: | ABSTRACTConditional tests are constructed by conditioning a fit measure to a minimal sufficient statistic. To calculate the p-value of these tests, Monte Carlo methods with co-sufficient samples can be used. In this paper we show how to simulate co-sufficient samples when the data distribution belongs to the exponential family with doubly transitive sufficient statistics. The proposed method is illustrated using the beta distribution. |
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| Keywords: | co-sufficient sample conditional test Metropolis-Hastings algorithm |
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!["ORCID]({"type":"image","src":"/templates/jsp/images/orcid.png"} "\"ORCID")
https://orcid.org/0000-0002-0627-6126;3. Department of Statistics, Federal University of Amazonas, Manaus, Brazil