Exercise 10.8 Using parametric bootstrap to compute P-values, you get an estimated P-value of 3%, using N

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Exercise 10.8 Using parametric bootstrap to compute P-values, you get an estimated P-value of 3%, using N = 100 replications.

(a) Can you safely conclude that the real P-value is less than 5%?

(b) What is the solution?

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Statistical Methods For Financial Engineering

ISBN: 9781032477497

1st Edition

Authors: Bruno Remillard

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Question Posted: Oct 26, 2024 07:00 AM

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Exercise 10.8 Using parametric bootstrap to compute P-values, you get an estimated P-value of 3%, using N

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Statistical Methods For Financial Engineering

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