how to calculate the p-value of statistics

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tony
Posts: 59
Joined: Wed Jan 07, 2009 7:59 am

how to calculate the p-value of statistics

Postby tony » Mon Dec 20, 2010 7:25 am

Hi everyone,
how to calculate the p-value of a statistic,whose distribution is not a standard one but simulated via Monte Carlo method.
For example, the sample statistic value is 5,and I have the simulated distribution, how to gain the p-value of 5.
THANK YOU VERY MUCH.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: how to calculate the p-value of statistics

Postby startz » Mon Dec 20, 2010 8:29 am

You need to compute the percentile of the simulated distribution corresponding to 5, giving some thought to whether you want a one-sided or two-sided statistic.
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