Common

Permutation test

Exact statistical hypothesis test

Permutation test

Common card · No. 340155

A permutation test (also called re-randomization test or shuffle test) is an exact statistical hypothesis test. A permutation test involves two or more samples. The (possibly counterfactual) null hypothesis is that all samples come from the same distribution H 0 : F = G {\displaystyle H_{0}:F=G} . Under the null hypothesis, the distribution of the test statistic is obtained by calculating all possible values of the test statistic under possible rearrangements of the observed data. Permutation tests are, therefore, a form of resampling. Permutation tests can be understood as surrogate data testing where the surrogate data under the null hypothesis are obtained through permutations of the original data. In other words, the method by which treatments are allocated to subjects in an experimental design is mirrored in the analysis of that design. If the labels are...

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