E-Book, Englisch, 353 Seiten, eBook
Mielke / Berry Permutation Methods
Erscheinungsjahr 2013
ISBN: 978-1-4757-3449-2
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
A Distance Function Approach
E-Book, Englisch, 353 Seiten, eBook
Reihe: Springer Series in Statistics
ISBN: 978-1-4757-3449-2
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
The introduction of permutation tests by R. A. Fisher relaxed the paramet ric structure requirement of a test statistic. For example, the structure of the test statistic is no longer required if the assumption of normality is removed. The between-object distance function of classical test statis tics based on the assumption of normality is squared Euclidean distance. Because squared Euclidean distance is not a metric (i. e. , the triangle in equality is not satisfied), it is not at all surprising that classical tests are severely affected by an extreme measurement of a single object. A major purpose of this book is to take advantage of the relaxation of the struc ture of a statistic allowed by permutation tests. While a variety of distance functions are valid for permutation tests, a natural choice possessing many desirable properties is ordinary (i. e. , non-squared) Euclidean distance. Sim ulation studies show that permutation tests based on ordinary Euclidean distance are exceedingly robust in detecting location shifts of heavy-tailed distributions. These tests depend on a metric distance function and are reasonably powerful for a broad spectrum of univariate and multivariate distributions. Least sum of absolute deviations (LAD) regression linked with a per mutation test based on ordinary Euclidean distance yields a linear model analysis which controls for type I error.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
1 Introduction.- 2 Description of MRPP.- 3 Further MRPP Applications.- 4 Description of MRBP.- 5 Regression Analysis, Prediction, and Agreement.- 6 Goodness-of-Fit Tests.- 7 Contingency Tables.- 8 Multisample Homogeneity Tests.- A Computer Programs.- A.1 Chapter 2.- A.2 Chapter 3.- A.3 Chapter 4.- A.4 Chapter 5.- A.5 Chapter 6.- A.6 Chapter 7.- A.7 Chapter 8.- References.
