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A permutation test (also called re-randomization test or shuffle test) is an exact statistical hypothesis test making use of the proof by contradiction. A permutation test involves two or more samples. The null hypothesis is that all samples come from the same distribution : =.
The best example of the plug-in principle, the bootstrapping method. Bootstrapping is a statistical method for estimating the sampling distribution of an estimator by sampling with replacement from the original sample, most often with the purpose of deriving robust estimates of standard errors and confidence intervals of a population parameter like a mean, median, proportion, odds ratio ...
Exceptions in which it is certain that parametric tests are exact include tests based on the binomial or Poisson distributions. The term permutation test is sometimes used as a synonym for exact test, but it should be kept in mind that all permutation tests are exact tests, but not all exact tests are permutation tests.
Permutational multivariate analysis of variance (PERMANOVA), [1] is a non-parametric multivariate statistical permutation test. PERMANOVA is used to compare groups of objects and test the null hypothesis that the centroids and dispersion of the groups as defined by measure space are equivalent for all groups. A rejection of the null hypothesis ...
Surrogate data testing [1] (or the method of surrogate data) is a statistical proof by contradiction technique similar to permutation tests [2] and parametric bootstrapping. It is used to detect non-linearity in a time series. [3]
Permutations without repetition on the left, with repetition to their right. If M is a finite multiset, then a multiset permutation is an ordered arrangement of elements of M in which each element appears a number of times equal exactly to its multiplicity in M. An anagram of a word having some repeated letters is an example of a multiset ...
The p-value for the permutation test is the proportion of the r values generated in step (2) that are larger than the Pearson correlation coefficient that was calculated from the original data. Here "larger" can mean either that the value is larger in magnitude, or larger in signed value, depending on whether a two-sided or one-sided test is ...
Considering the symmetric group S n of all permutations of the set {1, ..., n}, we can conclude that the map sgn: S n → {−1, 1} that assigns to every permutation its signature is a group homomorphism. [2] Furthermore, we see that the even permutations form a subgroup of S n. [1] This is the alternating group on n letters, denoted by A n. [3]