hi: you simulate the distribution of the test statistic by simulating
the hypothesis test over and over and calculating the test statistic
each time.
the details of how you simulate the hypothesis test depends on the
particular problem you are dealing with but you didn't describe that.
if you describe it in more detail, maybe someone can give a more
detailed response.
On Sat, May 24, 2008 at 7:04 PM, [EMAIL PROTECTED] wrote:
Dear Friends,
I want to know if any one could give me help on this. Suppose you want
to simulate the p-value of a test statistic but you do not know how
the distribution of the test statistic, how can one simulate the
p-value.
It will be helpful to get an example code in R on this
Respectfully Submitted,
Clement
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