Most powerful invariant permutation tests

George C. Runger, M. L. Eaton

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

For testing that a distribution is invariant under the action of a finite group (e.g., the distribution is exchangeable) a most powerful test, against a specific alternative, among the class of tests invariant under a second, arbitrary group is obtained. After a class of permutation tests suitable for multivariate testing problems is described, application is made to a multivariate, nonparametric, two-sample problem.

Original languageEnglish (US)
Pages (from-to)202-209
Number of pages8
JournalJournal of Multivariate Analysis
Volume42
Issue number2
DOIs
StatePublished - Aug 1992

Keywords

  • Hotelling's T
  • hypothesis test
  • multivariate test
  • nonparametric test

ASJC Scopus subject areas

  • Statistics and Probability
  • Numerical Analysis
  • Statistics, Probability and Uncertainty

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