An exact and a Monte Carlo proposal to the Fisher–Pitman permutation tests for paired replicates and for independent samples
Johannes Kaiser
Laboratory for Experimental Economics
University of Bonn
Bonn, Germany
[email protected]
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Abstract. This article concerns the nonparametric Fisher–Pitman tests for paired
replicates and independent samples. After outlining the theory of exact
tests, I derive Monte Carlo simulations for both of them. Simulations can be
useful if one deals with many observations because of the complexity of the
algorithms in regard to sample sizes. The tests are designed to be a more
powerful alternative to the Wilcoxon signed-rank test and the
Wilcoxon–Mann–Whitney rank-sum test if the observations are
given on at least an interval scale. The results gained by Monte Carlo
versions of the tests are accurate enough in comparison to the exact
versions. Finally, I give examples for using both supplemented tests.
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Johannes Kaiser
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permtest1, permtest2, nonparametric tests, Monte Carlo, permutation tests
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