JMASM 52: Extremely Efficient Permutation and Bootstrap Hypothesis Tests Using R

摘要

Re-sampling based statistical tests are known to be computationally heavy, but reliable when small sample sizes are available. Despite their nice theoretical properties not much effort has been put to make them efficient. Computationally efficient method for calculating permutation-based p-values for the Pearson correlation coefficient and two independent samples t-test are proposed. The method is general and can be applied to other similar two sample mean or two mean vectors cases.