New answers tagged nonparametric
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How to choose between t-test or non-parametric test e.g. Wilcoxon in small samples
My answer 10 years after the fact is do the non-parametric equivalent choosing based on sample size and distribution characteristics, don't sweat too much on that but report the effect size! That's so ...
0
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Accepted
Generating pseudo-random sample sequence with a given autocorrelation function up to max lag
Did you have a look at block bootstrap?
Block bootstrap assumes you have a sample of the random process $X_t$ (which obviously has the autocorrelation you seek, then you can just resample (draw with ...
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2
votes
Accepted
Estimating High Confidence Upper Bound for Quantile of Unknown Distribution
As @Michael M pointed out in a comment, this problem is actually quite easy for a one-sided bound as described in my question.
We can get the required sample complexity to obtain a high confidence ...
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