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Most powerful invariant permutation tests

Author

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  • Runger, George C.
  • Eaton, M. L.

Abstract

For testing that a distribution is invariant under the action of a finite group (e.g., the distribution is exchangeable) a most powerful test, against a specific alternative, among the class of tests invariant under a second, arbitrary group is obtained. After a class of permutation tests suitable for multivariate testing problems is described, application is made to a multivariate, nonparametric, two-sample problem.

Suggested Citation

  • Runger, George C. & Eaton, M. L., 1992. "Most powerful invariant permutation tests," Journal of Multivariate Analysis, Elsevier, vol. 42(2), pages 202-209, August.
    • Handle: RePEc:eee:jmvana:v:42:y:1992:i:2:p:202-209
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