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A Monte Carlo Approach to the Permutation Test
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| Organization: | Istanbul University |
| Department: | Department of Econometrics |
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0211-712
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2001-08-15
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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.
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Hypothesis Testing, Permutation Test, p-value
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| MonteCarloPermutationTest.nb (276.7 KB) - Mathematica Notebook |
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