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Une application des méthodes séquentielles aux tests de permutations
Authors:Mario Lefebvre
Abstract:To carry out a permutation test we have to examine the n! permutations of the observations. In order to make the permutation test feasible, Dwass (1957) proposed to examine only a sample of these permutations. With the help of sequential methods, we obtain a test which is never less efficient than that proposed by Dwass or the permutation test itself, in the sense that it is as powerful and never requires more permutations to make a decision. In practice, we can expect to gain much efficiency.
Keywords:Sequential methods  permutation tests  curtailed sampling  hypothesis testing  invariance  efficiency
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