A nonparametric independence test using random permutations - Statistics > MethodologyReport as inadecuate




A nonparametric independence test using random permutations - Statistics > Methodology - Download this document for free, or read online. Document in PDF available to download.

Abstract: We propose a new nonparametric test for the supposition of independencebetween two continuous random variables. The test is based on the size of thelongest increasing subsequence of a random permutation. We identified theindependence assumption between the two continuous variables with the space ofpermutation equipped with the uniform distribution and we show the exactdistribution of the statistic. We calculate the distribution for several samplesizes. Through a simulation study we estimate the power of our test for diversealternative hypothesis under the null hypothesis of independence.



Author: Jesus E. Garcia, Veronica A. Gonzalez-Lopez

Source: https://arxiv.org/



DOWNLOAD PDF




Related documents