Hello,
I have a bootstrapped distribution based on 49,000 simulations. How can I calculate the P-value for a test statistic using this distribution?
Any help will be appreciated.
Sincerely,
Sajjadur.
P-value for a Bootstrapped distribution
-
TomDoan
- Posts: 7826
- Joined: Wed Nov 01, 2006 4:36 pm
Re: P-value for a Bootstrapped distribution
In general, you don't. To bootstrap a test statistic, you need to bootstrap under the null and compare the distribution for the test statistic with the value you get from the original sample.