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Introducing the Monte-Carlo Method in Hypotheses Testing

The Monte-Carlo method for hypotheses testing is based on the simulation. In this method, it does not need to know the exact distribution of the test statistic under the null hypothesis, but we must able to simulate the test statistic. In this paper, first we introduce the Monte-Carlo method for hypotheses testing and then we apply it for two hypotheses testing problem. For comparing of this method with the traditional methods, an example is considered solved using two methods.