What is a permutation test?
mediumAnswer
- Non-parametric test based on the exchangeability principle: shuffle group labels, recompute the test statistic, build a null distribution empirically.
- Compute p-value = fraction of permutations with statistic ≥ observed.
- Works for any statistic .
- Distribution-free, only assumes exchangeability under H0.
- Slow (usually 10k+ shuffles) but very general.
- Modern default when you want strong assumption independence.
Check yourself — multiple choice
- Only parametric
- Shuffle group labels → empirical null → p = fraction with statistic ≥ observed; distribution-free, only needs exchangeability
- Requires normality
- Same as bootstrap
Permutation test: shuffle labels → empirical null; distribution-free.
#hypothesis-testing#non-parametric
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