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Efficient calculation of p -values in linear-statistic permutation significance tests

Gill, Peter

Description

It is shown that the exact p-values of permutation and bootstrap hypothesis tests of difference between groups can be written as an infinite series whose terms can be computed rapidly, even for large group sizes. Because of connections with the N-step random walk in the plane, the rate of convergence of the series improves as the size of the resampling distribution increases.

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
URI: http://hdl.handle.net/1885/30007
Source: Journal of Statistical Computation and Simulation
DOI: 10.1080/10629360500108053

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