The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Investigation on Exact Tests

정확검정들에 대한 고찰

  • 강승호 (이화여자대학교 통계학과)
  • Published : 2002.03.01
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Abstract

When the sample size is small, exact tests are often employed because the asymptotic distribution of the test statistic is in doubt. The advantage of exact tests is that it is guaranteed to bound the type I error probability to the nominal level. In this paper we review the methods of constructing exact tests, the algorithm and commercial software. We also examine the difference between exact p-values obtained from exact tests and true p-values obtained from the true underlying distribution.

표본의 크기가 작아 검정 통계량의 근사분포의 정확성이 의심스러울 때, 정확검정이 종종 사용된다. 정확검정의 장점은 1종의 오류 확률이 항상 유의수준보다 작거나 같음을 보장해 준다는 것이다. 본 논문에서는 정확검 정을 만드는 여러방법, 계산 알고리듬, 그리고 상업용 소프트웨어를 살펴보겠다. 그리고 정확검정에서 얻어지는 exact p-value와 원래 우도(true likelihood)에서 얻어지는 true p-value와의 관계도 살펴보겠다.

Keywords

References

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  1. Developing of Exact Tests for Order-Restrictions in Categorical Data vol.26, pp.4, 2013, https://doi.org/10.5351/KJAS.2013.26.4.595