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Topic: Where the lines go cross each other . . .
Replies: 5   Last Post: Apr 15, 2014 10:43 AM

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Luis A. Afonso

Posts: 4,758
From: LIsbon (Portugal)
Registered: 2/16/05
Re: Where the lines go cross each other . . .
Posted: Apr 15, 2014 10:43 AM
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Just today, Apr. 15, 12:00-13:00 I had found a (2003) paper ´On Statistical Hypotheses Testing via Simulation Method´, B. Dimitrov, D. Green Jr., V. Rykov, and P. Stanchey, to the same propose:
" A procedure for calculating critical level and power of likelihood ratio test, based on a Monte-Carlo simulation method is proposed. General principles of software building for its realization are given. Some examples of its application are shown. "
These Authors did use the Likelihood Ratio Test (LRT) and the so called Neyman-Pearson Lemma in order to achieve a Most Powerful Test.

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