June 2016
Beginner to intermediate
398 pages
8h 51m
English
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Monte Carlo tests
Do you know the test statistics of the multivariate Anderson-Darling test for multivariate normality? Don't worry, these test statistics have only been approximated for a few significance levels in terms of simulation experiments, and it is generally unknown. But then how we can estimate the value of the test statistics for a given number of observations, number of variables and a certain significance level? The answer is easy, and the procedure is as easy as for much simpler tests. We can do it with resampling methods for testing - the Monte Carlo tests.
A motivating example
Before we go to more formal descriptions of such tests, we introduce the Monte Carlo resampling test with a long introductory example. This should show why ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.