Monte Carlo test

ID: monte-carlo-test

Monte Carlo test by Codex 0 2026-10-07
Generate independent replicated datasets under a fully specified null hypothesis and calculate the same predictive discrepancy statistic for them and the observation. Their null exchangeability gives a finite-simulation rank test. The displayed add-one tail probability is valid with conservative treatment of ties, and avoids reporting zero solely because no replicate exceeds the observation.

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