Permutation tests: a practical guide to resampling methods for testing hypotheses
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
2000
|
| Edition: | 2. ed. |
| Series: | Springer series in statistics
|
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008954742&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Item Description: | 3. Aufl. u.d.T.: Good, Phillip I.: Permutation, parametric and bootstrap tests of hypotheses. - Literaturverz. S. 216 - 254 |
| Physical Description: | XVI, 270 S. graph. Darst. |
| ISBN: | 038798898X |
Staff View
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| 245 | 1 | 0 | |a Permutation tests |b a practical guide to resampling methods for testing hypotheses |c Phillip Good |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a New York [u.a.] |b Springer |c 2000 | |
| 300 | |a XVI, 270 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 0 | |a Springer series in statistics | |
| 500 | |a 3. Aufl. u.d.T.: Good, Phillip I.: Permutation, parametric and bootstrap tests of hypotheses. - Literaturverz. S. 216 - 254 | ||
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| 650 | 4 | |a Resampling (Statistics) | |
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Record in the Search Index
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| adam_text | PHILLIP GOOD PERMUTATION TESTS A PRACTICAL GUIDE TO RESAMPLING METHODS
FOR TESTING HYPOTHESES SECOND EDITION WITH 14 FIGURES SPRINGER CONTENTS
PREFACE TO THE SECOND EDITION V PREFACE TO THE FIRST EDITION VII 1. A
WIDE RANGE OF APPLICATIONS 1 1.1. PERMUTATION TESTS 1 1.1.1.
APPLICATIONS 1 1.2. I LOST THE LABELS 4 1.3. FIVE STEPS TO A
PERMUTATION TEST 6 1.3.1. ANALYZE THE PROBLEM 6 1.3.2. CHOOSE A TEST
STATISTIC 6 1.3.3. COMPUTE THE TEST STATISTIC 7 1.3.4. REARRANGE THE
OBSERVATIONS 7 1.3.5. MAKE A DECISION 8 1.4. WHAT S IN A NAME? 8 1.4.1.
COMPARISON WITH OTHER TESTS 9 1.4.2. SAMPLING FROM THE DATA AT HAND 9
1.5. HISTORY 10 1.6. TO LEARN MORE 12 1.7. QUESTIONS , 12 2. A SIMPLE
TEST 13 2.1. PROPERTIES OF THE TEST 13 2.2. FUNDAMENTAL CONCEPTS 14
2.2.1. POPULATION AND SAMPLE DISTRIBUTIONS 14 2.2.2. TWO TYPES OF ERROR
16 2.2.2.1. LOSSES AND RISK 18 2.2.3. SIGNIFICANCE LEVEL AND POWER 19
2.2.4. POWER AND SAMPLE SIZE 20 2.2.5. POWER AND THE ALTERNATIVE 22 IX X
CONTENTS 2.2.6. EXACT, UNBIASED TESTS 23 2.2.7. EXCHANGEABLE
OBSERVATIONS 24 2.3. WHICH TEST? 25 2.4. WORLD VIEWS 27 2.4.1.
GENERALIZED PERMUTATIONS 28 2.5. QUESTIONS 29 3. TESTING HYPOTHESES 31
3.1. ONE-SAMPLE TESTS 31 3.1.1. TESTS FOR A LOCATION PARAMETER 31 3.1.2.
PROPERTIES OF THE TEST 33 3.1.3. EXACT SIGNIFICANCE LEVELS: A DIGRESSION
33 3.2. CONFIDENCE INTERVALS 34 3.2.1. COMPARISON WITH OTHER TESTS 35
3.3. COMPARISON OF LOCATIONS 36 3.3.1. AN EXAMPLE 36 3.3.2. VIOLATION OF
ASSUMPTIONS 37 3.4. COMPARING DISPERSIONS 38 3.4.1. THE PERMUTATION
APPROACH 38 3.4.2. THE BOOTSTRAP APPROACH 42 3.5. ^-SAMPLE COMPARISONS
42 3.5.1. COMPARING LOCATION PARAMETERS 42 3.5.2. PITMAN CORRELATION 45
3.5.3. EFFECT OF TIES 47 3.5.4. COCHRAN-ARMITAGE TEST 48 3.5.5. LINEAR
ESTIMATION 49 3.5.6. A UNIFYING THEORY 49 3.6. BLOCKING 49 3.6.1.
EXTENDING THE RANGE OF APPLICATIONS 51 3.7. MATCHED PAIRS 51 3.8.
QUESTIONS 52 4. EXPERIMENTAL DESIGNS 54 4.1. INTRODUCTION 54 4.2.
BALANCED DESIGNS 54 4.2.1. MAIN EFFECTS 55 4.2.2. AN EXAMPLE 57 4.2.3.
TESTING FOR INTERACTIONS 59 4.2.3.1. BLOCKING 60 4.2.3.2. SYNCHRONIZED
PERMUTATIONS 61 4.2.3.3. TO LEARN MORE 62 4.2.4. DESIGNING AN EXPERIMENT
62 4.2.5. LATIN SQUARES 63 4.2.6. OTHER DESIGNS 65 CONTENTS XI 4.3.
ANALYSIS OF COVARIANCE 65 4.3.1. COVARIATES DEFINED 65 4.3.2. ELIMINATE
THE FUNCTIONAL RELATIONSHIP 65 4.3.3. SELECTING VARIABLES 66 4.3.4.
RESTRICTED RANDOMIZATION 66 4.4. UNBALANCED DESIGNS 67 4.4.1. MISSING
COMBINATIONS 68 4.4.2. THE BOOT-PERM TEST 70 4.5. CLINICAL TRIALS 70
4.5.1. AVOIDING UNBALANCED DESIGNS 70 4.5.2. MISSING DATA 71 4.6.
SEQUENTIAL ANALYSIS 72 4.7. VERY LARGE AND VERY SMALL SAMPLES 73 4.8.
QUESTIONS 74 5. MULTIVARIATE ANALYSIS 76 5.1. INTRODUCTION 76 5.2.
ONE-AND TWO-SAMPLE COMPARISONS 76 5.2.1. HOTELLING S T 2 76 5.2.2. AN
EXAMPLE . 79 5.2.3. DOING THE COMPUTATIONS 80 5.2.4. WEIGHTING THE
VARIABLES 81 5.2.5. INTERPRETING THE RESULTS 82 5.2.6. ALTERNATIVE
STATISTICS 82 5.3. RUNS TEST 83 5.3.1. WHICH STATISTIC? 84 5.4.
EXPERIMENTAL DESIGNS 86 5.4.1. MATCHED PAIRS 86 5.4.2. BLOCK EFFECTS 86
5.5. MULTIPLE COMPARISONS 87 5.5.1. STEP UP OR STEP DOWN? 87 5.5.1.1.
STANDARDIZED STATISTICS 87 5.5.1.2. PAIRED SAMPLE TESTS 88 5.5.2.
FISHER S OMNIBUS STATISTIC 89 5.6. REPEATED MEASURES 90 5.6.1. MISSING
DATA 91 5.6.2. BIOEQUIVALENCE 91 5.6.3. OMNIBUS TEST 92 5.7. QUESTIONS
92 6. CATEGORICAL DATA 94 6.1. FISHER S EXACT TEST 94 6.1.1. ONE-TAILED
AND TWO-TAILED TESTS 96 6.1.2. THE TWO-TAILED TEST 97 CONTENTS 6.1.3.
DETERMINING THE P-VALUE 97 6.1.4. WHAT IS THE ALTERNATIVE? 98 6.1.5.
INCREASING THE POWER 99 6.2. ODDS RATIO 99 6.2.1. STRATIFIED 2 X 2 S 100
6.3. EXACT SIGNIFICANCE LEVELS 102 6.4. UNORDERED R X C CONTINGENCY
TABLES 103 6.4.1. AGREEMENT BETWEEN OBSERVERS 106 6.4.2. WHAT SHOULD WE
RANDOMIZE? 106 6.4.3. UNDERLYING ASSUMPTIONS 107 6.5. ORDERED
CONTINGENCY TABLES 109 6.5.1. ORDERED 2 X C TABLES 109 6.5.2. MORE THAN
TWO ROWS AND TWO COLUMNS 110 6.5.2.1. SINGLY ORDERED TABLES 110 6.5.2.2.
DOUBLY ORDERED TABLES ILL 6.5.2.3. AN EXAMPLE 112 6.6. COVARIATES 113
6.7. HIGHER DIMENSIONAL TABLES 114 6.8. TO LEARN MORE 115 6.9. QUESTIONS
115 7. DEPENDENCE 118 7.1. THE MODELS 118 7.2. TESTING FOR INDEPENDENCE
119 7.2.1. INDEPENDENCE 119 7.2.2. QUADRANT DEPENDENCE 119 7.3. TESTING
FOR TREND 120 7.4. SERIAL CORRELATION 121 7.4.1. AN EXAMPLE 122 7.4.2.
TREND 124 7.4.3. FIRST-ORDER DEPENDENCE 124 7.4.4. AN ECONOMIC MODEL 125
7.5. KNOWN MODELS 126 7.5.1. TESTING A SPECIFIC HYPOTHESIS 126 7.5.2.
TESTING A GENERAL HYPOTHESIS 126 7.5.3. CONFIDENCE INTERVALS 127 7.6.
MULTIPLE REGRESSION 128 7.6.1. ELIMINATING COVARIATE EFFECTS 128
7.6.1.1. PERMUTE THE RAW DATA 129 7.6.1.2. PERMUTE RESIDUALS UNDER THE
FULL MODEL .... 129 7.6.1.3. PERMUTE RESIDUALS UNDER THE REDUCED MODEL .
. 129 7.6.2. LAD OR LSD? 130 7.6.3. AN EXACT SOLUTION 130 7.6.4. TESTING
ALL COEFFICIENTS 131 CONTENTS XIII 7.7. SINGLE-CASE PHASE DESIGNS 131
7.8. QUESTIONS 131 CLUSTERING IN TIME AND SPACE 134 8.1. THE GENERALIZED
QUADRATIC FORM 134 8.1.1. MANTEL S U 134 8.1.2. AN EXAMPLE 135 8.2.
APPLICATIONS 135 8.2.1. THE MRPP STATISTIC 136 8.2.2. THE B W STATISTIC
OF CLIFF AND ORD [ 1973] 137 8.2.3. EQUIVALANCES 137 8.2.4. EXTENSIONS
137 8.2.5. ANOTHER DIMENSION 137 8.3. ALTERNATE APPROACHES 138 8.3.1.
QUADRANT DENSITY 138 8.3.2. NEAREST-NEIGHBOR ANALYSIS 138 8.3.3.
COMPARING TWO SPATIAL DISTRIBUTIONS 139 8.4. QUESTIONS 139 9. COPING
WITH DISASTER 140 9.1. MISSING DATA 140 9.2. COVARIATES AFTER THE FACT
141 9.2.1. OBSERVATIONAL STUDIES 142 9.3. OUTLIERS 143 9.3.1. ORIGINAL
DATA 144 9.3.2. RANKS 144 9.3.3. SCORES 145 9.3.4. ROBUST
TRANSFORMATIONS 146 9.3.5. USE AN L X TEST 146 9.3.6. CENSORING 146
9.3.7. DISCARDING 147 9.4. CENSORED DATA 147 9.4.1. GAMP TESTS 147 9.5.
CENSORED MATCHED PAIRS 149 9.5.1. GAMP TEST 149 9.5.2. RANKS 150 9.5.3.
ONE-SAMPLE: BOOTSTRAP ESTIMATES 151 9.6. ADAPTIVE TESTS 151 9.7.
QUESTIONS 152 10. WHICH STATISTIC? SOLVING THE INSOLVABLE 154 10.1. THE
PERMUTATION DISTRIBUTION 154 XIV CONTENTS 10.2. NEW STATISTICS 154
10.2.1. NONRESPONDERS 154 10.2.1.1. EXTENSION TO A:-SAMPLES 155 10.2.2.
ANIMAL MOVEMENT 155 10.2.3. THE BUILDING BLOCKS OF LIFE 156 10.2.4.
MODEL VALIDATION 157 10.2.5. STRUCTURED EXPLORATORY DATA ANALYSIS 158
10.2.6. COMPARING MULTIPLE METHODS OF ASSESSMENT 159 10.3. GOING BEYOND
159 10.3.1. SUFFICIENCY 162 10.3.2. INVARIANCE 163 10.3.3. APPLYING THE
PRINCIPLES 163 10.3.4. LOSSES 164 10.4. LIKELIHOOD RATIO 165 10.4.1.
GOODNESS OF FIT AND THE RESTRICTED CHI-SQUARE .... 166 10.4.2. CENSORED
DATA 167 10.4.3. LOGISTIC REGRESSION 167 10.5. QUESTIONS 168 11. WHICH
TEST SHOULD YOU USE? 170 11.1. PARAMETERS AND PARAMETRIC TESTS 170 11.2.
PARAMETRIC TESTS, PERMUTATIONS, AND THE BOOTSTRAP 171 11.3. WHAT
SIGNIFICANCE LEVEL SHOULD I USE? 172 11.4. A GUIDE TO SELECTION 173
11.4.1. THE DATA ARE IN CATEGORIES 173 11.4.2. THE DATA TAKE DISCRETE
VALUES 174 11.4.3. THE DATA ARE CONTINUOUS 174 11.5. QUICK KEY 176 12.
PUBLISHING YOUR RESULTS 179 12.1. DESIGN METHODOLOGY 179 12.1.1.
RANDOMIZATION IN ASSIGNMENT 179 12.1.2. CHOOSING THE EXPERIMENTAL UNIT
180 12.1.3. DETERMINE SAMPLE SIZE 181 12.2. STATISTICAL SOFTWARE FOR
EXACT DISTRIBUTION-FREE INFERENCE . . . 181 12.2.1. FREEWARE AND
SHAREWARE 181 12.2.2. COMMERCIAL SOFTWARE 182 12.3. PREPARING
MANUSCRIPTS FOR PUBLICATION 183 13. INCREASING COMPUTATIONAL EFFICIENCY
185 13.1. SEVEN TECHNIQUES 185 CONTENTS 13.2. MONTE CARLO 185 13.2.1.
STOPPING RULES 186 13.2.2. VARIANCE OF THE RESULT 186 13.2.3. CUTTING
THE COMPUTATION TIME 187 13.3. RAPID ENUMERATION AND SELECTION
ALGORITHMS 187 13.3.1. MATCHED PAIRS 188 13.4. RECURSIVE RELATIONSHIPS
189 13.5. FOCUS ON THE TAILS 190 13.5.1. CONTINGENCY TABLES 191
13.5.1.1. NETWORK REPRESENTATION 191 13.5.1.2. THE NETWORK ALGORITHM 193
13.6. GIBBS SAMPLING AND A DRUNKARD S WALK 194 13.7. CHARACTERISTIC
FUNCTIONS 195 13.8. ASYMPTOTIC APPROXIMATIONS 195 13.8.1. A CENTRAL
LIMIT THEOREM 195 13.8.2. EDGEWORTH EXPANSIONS 196 13.8.3. GENERALIZED
CORRELATION 196 13.9. CONFIDENCE INTERVALS 196 13.10. SAMPLE SIZE AND
POWER 197 13.10.1. SIMULATIONS 197 13.10.2. NETWORK ALGORITHMS 198
13.11. SOME CONCLUSIONS 199 13.12. QUESTIONS 200 14. THEORY OF
PERMUTATION TESTS 201 14.1. FUNDAMENTAL CONCEPTS 201 14.1.1. DOLLARS AND
DECISIONS 201 14.1.2. TESTS 202 14.1.3. DISTRIBUTION FUNCTIONS, POWER,
EXACT, AND UNBIASED TESTS 203 14.1.4. EXCHANGEABLE OBSERVATIONS 203
14.2. MAXIMIZING THE POWER 204 14.2.1. UNIFORMLY MOST POWERFUL UNBIASED
TESTS 204 14.2.2. THE FUNDAMENTAL LEMMA 206 14.2.3. SAMPLES FROM A
NORMAL DISTRIBUTION 207 14.2.4. TESTING THE EQUALITY OF VARIANCES 208
14.2.5. TESTING FOR BIVARIATE CORRELATION 208 14.3. CONFIDENCE INTERVALS
209 14.4. ASYMPTOTIC BEHAVIOR 210 14.4.1. A THEOREM ON LINEAR FORMS 211
14.4.2. ASYMPTOTIC EFFICIENCY 211 14.4.3. EXCHANGEABILITY 212 14.5.
QUESTIONS 213 XVI CONTENTS BIBLIOGRAPHY 215 B.I. PERMUTATION TEST
ARTICLES 216 B.2. COMPUTATIONAL METHODS 250 B.3. SEMINAL ARTICLES 255
AUTHOR INDEX 257 SUBJECT INDEX 265
|
| any_adam_object | 1 |
| author | Good, Phillip I. 1937- |
| author_GND | (DE-588)130601152 |
| author_facet | Good, Phillip I. 1937- |
| author_role | aut |
| author_sort | Good, Phillip I. 1937- |
| author_variant | p i g pi pig |
| building | Verbundindex |
| bvnumber | BV013144333 |
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| callnumber-raw | QA277 |
| callnumber-search | QA277 |
| callnumber-sort | QA 3277 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 830 SK 850 |
| classification_tum | MAT 625f |
| ctrlnum | (OCoLC)247080715 (DE-599)BVBBV013144333 |
| dewey-full | 519.5/6 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/6 |
| dewey-search | 519.5/6 |
| dewey-sort | 3519.5 16 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV013144333 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:41:59Z |
| institution | BVB |
| isbn | 038798898X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008954742 |
| oclc_num | 247080715 |
| open_access_boolean | |
| owner | DE-N2 DE-824 DE-91G DE-BY-TUM DE-188 |
| owner_facet | DE-N2 DE-824 DE-91G DE-BY-TUM DE-188 |
| physical | XVI, 270 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer series in statistics |
| spellingShingle | Good, Phillip I. 1937- Permutation tests a practical guide to resampling methods for testing hypotheses Hypothesetoetsing gtt Permutaties gtt Rééchantillonnage (Statistique) Steekproeven gtt Tests d'hypothèses (Statistique) Resampling (Statistics) Statistical hypothesis testing Resampling (DE-588)4288033-6 gnd Statistischer Test (DE-588)4077852-6 gnd Randomisierter Test (DE-588)4294178-7 gnd |
| subject_GND | (DE-588)4288033-6 (DE-588)4077852-6 (DE-588)4294178-7 |
| title | Permutation tests a practical guide to resampling methods for testing hypotheses |
| title_auth | Permutation tests a practical guide to resampling methods for testing hypotheses |
| title_exact_search | Permutation tests a practical guide to resampling methods for testing hypotheses |
| title_full | Permutation tests a practical guide to resampling methods for testing hypotheses Phillip Good |
| title_fullStr | Permutation tests a practical guide to resampling methods for testing hypotheses Phillip Good |
| title_full_unstemmed | Permutation tests a practical guide to resampling methods for testing hypotheses Phillip Good |
| title_short | Permutation tests |
| title_sort | permutation tests a practical guide to resampling methods for testing hypotheses |
| title_sub | a practical guide to resampling methods for testing hypotheses |
| topic | Hypothesetoetsing gtt Permutaties gtt Rééchantillonnage (Statistique) Steekproeven gtt Tests d'hypothèses (Statistique) Resampling (Statistics) Statistical hypothesis testing Resampling (DE-588)4288033-6 gnd Statistischer Test (DE-588)4077852-6 gnd Randomisierter Test (DE-588)4294178-7 gnd |
| topic_facet | Hypothesetoetsing Permutaties Rééchantillonnage (Statistique) Steekproeven Tests d'hypothèses (Statistique) Resampling (Statistics) Statistical hypothesis testing Resampling Statistischer Test Randomisierter Test |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008954742&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT goodphillipi permutationtestsapracticalguidetoresamplingmethodsfortestinghypotheses |
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Branch Library Mathematics & Informatics
| Call Number: |
0102 MAT 620f 2001 A 15845
Floor plan |
|---|---|
| Copy 1 | Available for loan On Shelf |