On the Permutation Distribution of Independence Tests - Statistics > ComputationReport as inadecuate




On the Permutation Distribution of Independence Tests - Statistics > Computation - Download this document for free, or read online. Document in PDF available to download.

Abstract: One of the most popular class of tests for independence between two randomvariables is the general class of rank statistics which are invariant underpermutations. This class contains Spearman-s coefficient of rank correlationstatistic, Fisher-Yates statistic, weighted Mann statistic and others. Underthe null hypothesis of independence these test statistics have a permutationdistribution that usually the normal asymptotic theory used to approximate thep-values for these tests. In this note we suggest using a saddlepoint approachthat almost exact and need no extensive simulation calculations to calculatethe p-value of such class of tests.



Author: Ehab F. Abd-Elfattah

Source: https://arxiv.org/







Related documents