论文标题
使用任意排列分布进行置换测试
Permutation tests using arbitrary permutation distributions
论文作者
论文摘要
置换测试可以追溯到Fisher的随机实验近一个世纪,并且仍然是非常流行的统计工具,用于测试变量与其他常见推论问题之间独立性的假设。许多现有文献都强调,要使排列p值有效,必须首先选择一个亚组$ g $的排列(可能等于整个组),然后使用$ g $的详尽列举或从$ g $绘制的$ G $绘制均匀的均匀尺寸的样本中重新计算数据统计量。在这项工作中,我们证明了对亚组和统一抽样的关注都不需要有效性 - 实际上,即使使用任意分布(不一定是统一),对置换p值的简单随机修改即使在任何子集(不一定是子组)上使用任意分布(不一定是统一)。我们提供了对这种广义置换测试的统一理论处理,从文献中恢复了所有已知结果作为特殊情况。因此,这项工作扩大了从业者可用的置换测试工具包的灵活性。
Permutation tests date back nearly a century to Fisher's randomized experiments, and remain an immensely popular statistical tool, used for testing hypotheses of independence between variables and other common inferential questions. Much of the existing literature has emphasized that, for the permutation p-value to be valid, one must first pick a subgroup $G$ of permutations (which could equal the full group) and then recalculate the test statistic on permuted data using either an exhaustive enumeration of $G$, or a sample from $G$ drawn uniformly at random. In this work, we demonstrate that the focus on subgroups and uniform sampling are both unnecessary for validity -- in fact, a simple random modification of the permutation p-value remains valid even when using an arbitrary distribution (not necessarily uniform) over any subset of permutations (not necessarily a subgroup). We provide a unified theoretical treatment of such generalized permutation tests, recovering all known results from the literature as special cases. Thus, this work expands the flexibility of the permutation test toolkit available to the practitioner.