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.
翻译:Fisher的随机实验近一个世纪前的变异测试就可追溯到Fisher的随机实验,它仍然是一个非常受欢迎的统计工具,用来测试变量和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,要使变异值有效,首先必须选择一个分组$G$的变异(这可以等于整个组),然后用详尽无遗的查点美元或统一随机抽取的美元样本重新计算变异数据的测试统计数据。在这项工作中,我们证明对分组和统一抽样的侧重对于有效性都是不必要的 -- -- 事实上,对变异值的简单随机修改仍然有效,即使使用任意分配(不一定一致)来取代任何组合(不一定是分组),我们对这种普遍变异测试提供了统一的理论处理方法,将文献的所有已知结果作为特例加以回收。因此,这项工作扩大了向开业者提供的变异测试工具的灵活性。