BootstrapHypothesisTesting08

BootstrapHypothesisTesting08 - Hypothesis testing using...

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Hypothesis testing using bootstrap resampling May 15, 2008 ESM 206C
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What we’ve done so far Used bootstrap resampling to understand the pattern of variability of the sample statistic if the population parameter was actually the value we estimated from our data Used to construct confidence intervals, look for bias What about hypothesis testing?
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What if we bootstrap P values? Resample the data, and calculate test statistic on this sample E.g., F statistic for regression model Calculate P value for that statistic Call this P* Look at the distribution of P* What does this tell us?
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What we want to do P is the probability of observing our data if the null hypothesis is true Find a way to simulate the process of resampling from a population for which H 0 is true
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Recall the TccB problem An industrial site has been found to be contaminated with a toxic chemical called TcCB, and the company responsible has performed a cleanup operation. The EPA has determined that concentrations in the soil above 6 parts per
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BootstrapHypothesisTesting08 - Hypothesis testing using...

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