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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.

dc.contributor.authorGill, Peter
dc.date.accessioned2015-12-08T22:13:55Z
dc.identifier.issn0094-9655
dc.identifier.urihttp://hdl.handle.net/1885/30007
dc.description.abstractIt 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.
dc.publisherTaylor & Francis Group
dc.sourceJournal of Statistical Computation and Simulation
dc.subjectKeywords: Bootstrap; Hypothesis tests; Permutation; Randomization; Significance level
dc.titleEfficient calculation of p -values in linear-statistic permutation significance tests
dc.typeJournal article
local.description.notesImported from ARIES
local.identifier.citationvolume77
dc.date.issued2007
local.identifier.absfor010405 - Statistical Theory
local.identifier.ariespublicationu4217927xPUB70
local.type.statusPublished Version
local.contributor.affiliationGill, Peter, College of Physical and Mathematical Sciences, ANU
local.description.embargo2037-12-31
local.bibliographicCitation.issue1
local.bibliographicCitation.startpage55
local.bibliographicCitation.lastpage61
local.identifier.doi10.1080/10629360500108053
dc.date.updated2015-12-08T07:46:41Z
local.identifier.scopusID2-s2.0-33751571089
CollectionsANU Research Publications

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