Permutation Test在假设检验中的应用

本文介绍了一种实用的、基于大量计算的统计推断方法———Permutation test。该法根据所研究的问题构造检验统计量,并利用手头样本,按排列组合的原理导出检验统计量的理论抽样分布;若难以导出确切的理论分布,则采用抽样模拟的方法估计其近似分布,然后求出从该分布中获得手头样本及更极端样本的概率(P值),并界定此概率值,作出推论。本方法属分布自由检验,适用于总体分布未知的小样本资料,以及某些难以用常规方法分析的资料之假设检验问题。本文就“Permutation”的含义,“Permutation tes”t的特点,“统计量的构造”,“模拟次数的选择”,应用进展等问题展开探讨。

The Application of Permutation Test in the Hypothesis Test

Permutation test,a statistical inference methodology,was introduced and illustrated in the practical business.It is sample-based distribution-free method,which makes use of "permutation or combination"to get the theoretical sampling distribution of the constructed "statistics",or get the approximate distribution by simulation under the null hypothesis,gets the probability of the sample-at-hand,and draws a conclusion after comparing the probability with the size of the test.It especially supports small samples without distributional assumptions(e.g.normality)and complex designs for which traditional methods are hard to solve.In addition,such questions as the meanings of"permutation",the characteristics of the permutation test.the constructing of the "statistics",the number of the simulation,and the proceedings of the applications were also discussed.