MANOVA Test İstatistiklerinin Monte-Carlo Simülasyonu ile Bernoulli Dağılımında Karşılaştırılması

A Monte Carlo Comparison of Robust MANOVA Test Statistics

Multivariate Analysis of Variance (MANOVA) is a popular statistical tool in the social sciences, allowing for the comparison of mean vectors across groups. MANOVA rests on three primary assumptions regarding the population: (a) multivariate normality, (b) equality of group population covariance matrices and (c) independence of errors. When these assumptions are violated, MANOVA does not perform...

Guaranteed Monte Carlo Methods for Bernoulli Random Variables

Simple Monte Carlo is a versatile computational method with a convergence rate of O(n−1/2). It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, Y , are widely used to model success (failure) of complex systems. Here Y = 1 denotes a success (failure), and p = E(Y ) denotes the probability of that success (failure). Another applica...

A Test Particle Monte Carlo Method

-A Monte Carlo technique was developed suitable for investigating rarefied gas dynamics problems. The procedure is based on the 'test particle' method. The discontinuous function frequently employed for describing the target molecules' velocity distribution is replaced here by a continuous analytic function, the form of which is prescribed prior to the calculations. This modification simplifies...

Monte Carlo Test Methods in Econometrics

Optimal generalized truncated sequential Monte Carlo test

When it is not possible to obtain the analytical null distribution of a test statistic U , Monte Carlo hypothesis tests can be used to perform the test. Monte Carlo tests are commonly used in a wide variety of applications, including spatial statistics, and biostatistics. Conventional Monte Carlo tests require the simulation of m independent copies from U under the null hypothesis, what is comp...