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how to calculate the p-value of statistics

Posted: Mon Dec 20, 2010 7:25 am
by tony
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.

Re: how to calculate the p-value of statistics

Posted: Mon Dec 20, 2010 8:29 am
by startz
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.