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Maintaining the exchangeability assumption for a two-group permutation test in the non-randomized setting

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Abstract

In this note, we develop a new two-group bootstrap-permutation test that utilizes the tail-extrapolated quantile function estimator for the bootstrap component. This test is an extension of the standard two-group permutation test, that through its construction is defined to meet the exchangeability assumption, and thus it guarantees that the type I error is appropriately bounded by definition. This methodology is particularly useful in the non-randomized two-group setting for which the exchangeability assumption for the traditional two-group permutation test is untestable. We develop some theoretical results for the new test, followed by a simulation study and an example.

Original languageEnglish
Pages (from-to)1593-1603
Number of pages11
JournalJournal of Applied Statistics
Volume39
Issue number7
DOIs
StatePublished - Jul 2012

Keywords

  • bootstrap
  • nonparametric
  • quantile function

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