The split sample permutation t-tests

Shunpu Zhang

Research output: Contribution to journalArticle

3 Scopus citations

Abstract

Without the exchangeability assumption, permutation tests for comparing two population means do not provide exact control of the probability of making a Type I error. Another drawback of permutation tests is that it cannot be used to test hypothesis about one population. In this paper, we propose a new type of permutation tests for testing the difference between two population means: the split sample permutation t-tests. We show that the split sample permutation t-tests do not require the exchangeability assumption, are asymptotically exact and can be easily extended to testing hypothesis about one population. Extensive simulations were carried out to evaluate the performance of two specific split sample permutation t-tests: the split in the middle permutation t-test and the split in the end permutation t-test. The simulation results show that the split in the middle permutation t-test has comparable performance to the permutation test if the population distributions are symmetric and satisfy the exchangeability assumption. Otherwise, the split in the end permutation t-test has significantly more accurate control of level of significance than the split in the middle permutation t-test and other existing permutation tests.

Original languageEnglish (US)
Pages (from-to)3512-3524
Number of pages13
JournalJournal of Statistical Planning and Inference
Volume139
Issue number10
DOIs
Publication statusPublished - Oct 1 2009

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Keywords

  • Exact test
  • Exchangeability
  • Permutation tests

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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