Practical applicability of exact and approximate forms of the randomization test for two independent samples.
Loading...
Authors
Hesse, Derek H.
Subjects
statistics
randomization tests
computational efficiency
#P-Complete Problems
randomization tests
computational efficiency
#P-Complete Problems
Advisors
Richards, F.R.
Fredricksen, H.M.
Date of Issue
1987-09
Date
September 1987
Publisher
Language
en_US
Abstract
The practical applicability of randomization tests is discussed. The randomization
test for two independent samples is the specific test examined in both hypothesis and
significance testing contexts. This test has optimum theoretical properties as a
nonparametric procedure for comparing the means of two populations. However, the
calculations that are required to actually use the test in practice can be extremely time
consuming. Using the randomization test for two independent samples to conduct a
significance test is shown to be a #P-complete enumeration problem. This implies that
a computationally efficient way to perform an exact version of the procedure is not
likely to exist. Two approximate ways to perform the randomization test are studied
with the aid of a simulation. One method uses a normal distribution to approximate
the actual randomization distribution and the other method is the usual two sample t-test.
The t-test is found to yield results very close to those that are obtained from the
exact randomization test under the conditions studied.
Type
Thesis
Description
Series/Report No
Department
Operations Research
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
57 p.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.