Timeline for Inconsistent outcomes of boostraped hypothesis tests on max and median
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12 events
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
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| Nov 8, 2014 at 19:57 | comment | added | Mannaggia | yeah it is a tricky problem.. I have N timeseries, each has an average value, and I want to test if the max (or the median) of these N averages is positive. There is no theoretical underlying model. That's why I thought the bootstrapping is a good method to reject the null hypothesis that all the means are 0 (and hence the max is 0). In other words, I want to make sure that if I would have N random series with 0 mean each I would not obtain a similar max average value than the one which I compute from my data, does this make sense to you? | |
| Nov 8, 2014 at 18:02 | comment | added | gung - Reinstate Monica | It's hard to say. I gather there is a lot more going on in your data than I'm aware of. Most likely you should be fitting a multilevel model, and the random effects terms would be assumed to go to infinity. If you wanted them bounded, you'd probably have to do some heavy coding to fit the model & get the test. I strongly suspect that a test of the max isn't really coherent, though, & comes from people believing that everything needs a p-value. | |
| Nov 8, 2014 at 17:49 | comment | added | user60117 | each data is a statistic (sample average) which in turn depends on another sample, i.e. I want to know if the maximum average is >0. So if I observe one sampled average >200 can I conclude that the sample with the maximum true (unobserved) mean has a mean which is >0? | |
| Nov 8, 2014 at 17:44 | comment | added | gung - Reinstate Monica | You still don't need a hypothesis test. If you have any data >200, then the max is >200. If you really need a p-value, p = 0. | |
| Nov 8, 2014 at 17:41 | comment | added | user60117 | well, I actually subtract 200 as in reality I want to test that the max is larger than 200...so interval is [-200, 9800], sorry for the confusion | |
| Nov 8, 2014 at 17:39 | comment | added | gung - Reinstate Monica | If your data are bounded [0, 10,000], then the max is >0. | |
| Nov 8, 2014 at 17:38 | comment | added | user60117 | No, the max is bounded, it is the time between two events which I know is between 0 and 10'000 seconds. | |
| Nov 8, 2014 at 17:36 | comment | added | gung - Reinstate Monica | What kind of data do you have? The max is presumably $+\infty$ (ie >0). | |
| Nov 8, 2014 at 17:34 | comment | added | user60117 | thanks, I am in the meantime aware of the problems in estimating the max. However, I'd like to stress that I am not really interested in the max itself, I am only interested to know if the max is (significantly) larger than 0 using a hypothesis test. If this is still an issue, do you suggest to just test that the median (or let's say the 0.75 quantile) is larger than 0 and then infer that all larger quantiles (including the max) are also positive? Thx | |
| Nov 6, 2014 at 19:55 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
added 14 characters in body
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| Nov 6, 2014 at 19:38 | history | answered | gung - Reinstate Monica | CC BY-SA 3.0 |