I am trying to compute the p-value for a Test Statistic T(X)=sum(xi^2) on R where i can generate the individual xi's but the distribution of T(X) is unknown.
Is the best way to proceed to run the Test Statistic a large number of times (say 10000) and see how many are less than my quantile q that I am interested in and then create a probability? Or is there a more precise way?
Thanks to anyone that can help
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