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Unformatted text preview: samples these among T time of fraction The ns. permutatio of set the from randomly sampling by valuep the e approximat can We ns permutatio N! all evaluate to practical not is it Usually ) I(T N! 1 ) t (T P valuep is valuep the large, is T n reject whe we Assuming statistic. test the of value observed the be Let t j N! 1 j j obs obs obs obs t t = = = Algorithm for Permutation Test = = B j obs j B n m t T I T Y Y X X T 1 1 1 1 obs ) ( B 1 is valuep e approximat The 4. values. resulting the be ,..., T let and times B step previous Repeat the 3. data. permuted the using again statistic test the Compute data. the permute Randomly . 2 ) ,..., , ,..., ( t statistic test the of value observed the Compute . 1...
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This note was uploaded on 05/07/2009 for the course FIN AMDA taught by Professor Proflaha during the Spring '09 term at Indian Institute Of Management, Ahmedabad.
 Spring '09
 ProfLaha

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