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

Peter M.W. Gill

doi:10.1080/10629360500108053

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

Peter M.W. Gill^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

21 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	55-61
Number of pages	7
Journal	Journal of Statistical Computation and Simulation
Volume	77
Issue number	1
DOIs	https://doi.org/10.1080/10629360500108053
Publication status	Published - 1 Jan 2007

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10.1080/10629360500108053

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KW - Bootstrap

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KW - Permutation

KW - Randomization

KW - Significance level

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

Abstract

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