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A Monte Carlo Approach to the Permutation Test
Author

Enis Siniksaran
Organization: Istanbul University
Department: Department of Econometrics
Old MathSource #

0211-712
Revision date

2001-08-15
Description

The program is written to perform Monte Carlo replications and to calculate some summary statistics and confidence intervals dealing with the permutation test. It also gives the graphics of the distribution of all Monte Carlo differences which allows us to make permutation test visually.
Subject

*Mathematics > Probability and Statistics
Keywords

Hypothesis Testing, Permutation Test, p-value
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MonteCarloPermutationTest.nb (276.7 KB) - Mathematica Notebook