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Permutation Tests for Validating Computer Experiments

Thomas Mühlenstädt () and Ursula Gather ()
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Thomas Mühlenstädt: Technische Universität Dortmund, Fakultät Statistik
Ursula Gather: Technische Universität Dortmund, Fakultät Statistik

A chapter in Statistical Inference, Econometric Analysis and Matrix Algebra, 2009, pp 77-82 from Springer

Abstract: Abstract Deterministic computer experiments are of increasing importance in many scientific and engineering fields. In this paper we focus on assessing the adequacy of computer experiments, i.e. we test if a computer experiment is predicting a corresponding real world phenomenon. A permutation test is presented which can be adapted to different situations in order to achieve good power.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2121-5_5

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DOI: 10.1007/978-3-7908-2121-5_5

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