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Permutation tests — A revival?!

II. An efficient algorithm for computing the critical region

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Abstract

Although permutation tests have convincing optimum properties for interesting classes of continuous distributions as well as for discrete ones, they are of minor importance for applications. The main reason for this refusal by practitioners seems to be the computational effort needed for constructing the critical region. Here we formulate an efficient algorithm, which is essentially due to PAGANO and TRITCHLER, for computing that region. The performance of this algorithm is studied and compared with the performance of the GREEN-algorithm.

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Authors and Affiliations

  1. Institut für Mathematische Statistik, Universität Münster, Einsteinstraße 62, D-48149, Münster, Germany

    Jens Gebhard & Norbert Schmitz

Authors
  1. Jens Gebhard
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  2. Norbert Schmitz
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Additional information

Research supported by Deutsche Forschungsgemeinschaft (DFG) grant No. Schm 677/5-1

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Gebhard, J., Schmitz, N. Permutation tests — A revival?!. Statistical Papers 39, 87–96 (1998). https://doi.org/10.1007/BF02925374

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  • DOI: https://doi.org/10.1007/BF02925374

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