Two sample permutation test for location parameters when sample size is small

来源 :IMS-China International Conference on Statistics and Probabi | 被引量 : 0次 | 上传用户:zhangsanjun
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  In this paper, we study the size and power of permutation test for location param ctcrs when the sample size is small and the population distributions are non-identical.It is compared with some popular test methods including t-test, Wilcoxon test, and bootstrap method.It is found that the permutation test based on the statistic of sample mean difference is not inferior to the others in terms of type-Ⅰ error and is more powerful than t-test and Wilcoxon test.A simple continuation correction method is proposed to regain the precision of size under discrete populatioas Exten sive Monte Carlo simulation is carried out to demonstrate our findings.
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高尚全  1929年9月出生,上海嘉定人,汉族。教授小高级研究员。1952年毕业于土海圣约翰大学经济系,取得经济学学士学位。现任中国经济体制改革研究会会长,中国企业改革与发展研究会会长,中国经济改革研究基金会会长;第九届全国政协委员、经济委员会委员,联合国发展政策委员会委员;北京大学、上海交通大学兼职教授;博士生导师,浙江大学工商管理学院院长,澳大利亚国立大学NBA顾问,1993年享受国务院政府殊
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