Significance levels and confidence intervals for permutation tests
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 16 (3-4) , 161-173
- https://doi.org/10.1080/00949658308810619
Abstract
A computational algorithm is given which calculates exact significance levels of a wide class of permutation tests in the one and two sample problems. This class includes the permutation test based on the means, locally most powerful permutation tests and linear rank tests. When a shift model is assumed confidence intervals can also be obtained. Approximate methods, based on asymptotic expansions, are also presented.Keywords
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