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

Gill, Peter

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

Date

2007

Authors

Gill, Peter

Publisher

Taylor & Francis Group

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.