A nonmanipulable test

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

A test is said to control for type I error if it is unlikely to reject the data-generating process. However, if it is possible to produce stochastic processes at random such that, for all possible future realizations of the data, the selected process is unlikely to be rejected, then the test is said to be manipulable. So, a manipulable test has essentially no capacity to reject a strategic expert. Many tests proposed in the existing literature, including calibration tests, control for type I error but are manipulable. We construct a test that controls for type I error and is nonmanipulable.
Published in at http://dx.doi.org/10.1214/08-AOS597 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Keywords

Statistics Theory, 62A01 (Primary) 91A40 (Secondary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/225611

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0904.0338
 http://arxiv.org/abs/0904.0338
 Annals of Statistics 2009, Vol. 37, No. 2, 1013-1039
 doi:10.1214/08-AOS597

Collections

arXiv