i think you should resend your question to the list (but this is
sounding more and more like a homework problem so i don't know if you
will get much response. all i'll say is that P(T > t ) = 1 - P( T < t
). But P( T < t ) is the cumulative distribution of T ( and any random
variable ) is
uniformly distributed ) so you can generate uniform random variables (
as Duncan mentioned ) but i'm unsure what you do from there
with these uniform RV's ? Let me cc the R-help group ( hopefully you
don't mind ) because i'm interested myself now that you brought it up.
On Sat, May 24, 2008 at 9:52 PM, [EMAIL PROTECTED] wrote:
Dear Friend,
The problem is this suppose you have a test statistic T and you dont
know its distribution, suppose t is an observed value of T. How can I
find P(T>t) by simulation, that is the p-value of the test statistic?
-Clement
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