[R] reference on permutation test

Meyners, Michael, LAUSANNE, AppliedMathematics Michael.Meyners at rdls.nestle.com
Wed Oct 14 08:45:13 CEST 2009


It's always worthwhile to look at the articles by Pitman (and maybe the
textbook by Fisher, if you have access to it); Welch is a nice paper,
too, but might be pretty technical to "learn" about the area. I don't
know any of the textbooks except Edgington (which is in its 4th edition
now with co-author P Onghena), a book I can wholeheartedly recommend.
The authors explain the basic concepts in a way that should even be
accessible to non-statisticians, I believe. They also cover a lot of
special cases, and give exhaustive theoretical background for those
interested (you can easily skip these parts if you are not). It goes
along with a CD with some programs to run these test, though I did not
use it so far -- you can do it yourself in R, of course :-) I am not
sure whether they cover any other resampling methods at all, but if so,
only very briefly, so you'd need another reference for that. Efron &
Tibshirani is a classical, while I heard some people recommending
Davison & Hinkley -- I didn't find the time yet to look more closely
into the latter.
Just my 2 cents,
Michael


> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Peng Yu
> Sent: Mittwoch, 14. Oktober 2009 04:58
> To: r-help at stat.math.ethz.ch
> Subject: [R] reference on permutation test
> 
> I want learn permutation test and resampleing, etc. There are 
> a few references listed below. I'm wondering what is the best 
> book on this topic. Can somebody give me some advice. Thank you!
> 
>
http://en.wikipedia.org/wiki/Resampling_%28statistics%29#Permutation_tes
t
> 
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