The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics
type: Item
instance of: scholarly article
title: The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics
zbMATH Open document ID: 1007.62045
published in: Computational Statistics
publication date: 2003-03-09T00:00:00Z
review text: An algorithm is proposed for exact computation of p-values for rank tests in the case where all possible realizations, e.g., rank permutations, have the same probability under \(H_0\). The algorithm is based on the splitting of the probability generating function into a product of two functions and symbolic calculation of coefficients in the power expansions of these functions. (\textit{Mathematica} software is used in the example calculations). It is described how to use this algorithm for signed rank tests, two sample rank tests, rank tests for simple regression models and rank autocorrelation tests. The algorithm can be used for tied ranks and censored data.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 1878628
zbMATH Keywords: two-sample rank tests
zbMATH Keywords: signed rank tests
zbMATH Keywords: rank correlation tests
zbMATH Keywords: permutation tests
zbMATH Keywords: generating functions
author: Mark A. van de Wiel
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: s180-001-8328-6
OpenAlex ID: W2350317296
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DOI: 10.1007/S180-001-8328-6
description: scientific article; zbMATH DE number 1878628