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March 1, 1986The Annals of Statistics122 citationsOpen Access

Simulated Power Functions

RBRudolf Beran

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Abstract

Tests for a null hypothesis whose specification involves an unknown nuisance parameter may be obtained by inverting a bootstrap confidence region for the parameter being tested or by constructing a simulated null distribution for the test statistic. The power of either test against certain alternatives involving the same unknown nuisance parameter can itself be estimated by simulation.

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Rudolf Beran (1986) studied this question.

synapsesocial.com/papers/6a157b7a814bf8ec9a4ea6f3https://doi.org/10.1214/aos/1176349847
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