Exact testing with random permutations

Jesse Hemerik () and Jelle Goeman
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Jesse Hemerik: Leiden University Medical Center
Jelle Goeman: Leiden University Medical Center

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2018, vol. 27, issue 4, No 7, 825 pages

Abstract: Abstract When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods based on random permutations tend to be seen as approximate. There exists a very limited amount of literature on exact testing with random permutations, and only recently a thorough proof of exactness was given. In this paper, we provide an alternative proof, viewing the test as a “conditional Monte Carlo test” as it has been called in the literature. We also provide extensions of the result. Importantly, our results can be used to prove properties of various multiple testing procedures based on random permutations.

Keywords: Permutation test; Nonparametric test; Resampling; 62G09; 62G10 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (11)

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DOI: 10.1007/s11749-017-0571-1

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