Permutation test example animation

Autor/Urheber:

Dicklyon

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Shortlink:

https://dewiki.de/b/364917

Quelle:

Wikimedia Commons

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519 x 419 Pixel (5496038 Bytes)

Beschreibung:

Animation of a permutation test being computed on sets of 4 and 5 random values. The 4 values in red are drawn from one distribution, and the 5 values in blue from another, and the hypothesis is that the mean of the first four is higher than the mean of the 5; the null hypothesisis is that they are the same. There are 126 distinct ways to put 4 values into one group and 5 into another (9-choose-4 or 9-choose-5). Of these, one is per the original labeling, and the other 125 are "permutations" that generate the histogram of mean differences shown. The p-value of the hypothesis is estimated as the proportion of permutations that give a difference as large or larger than the difference of means of the labeled sets. In this example, the p-value estimate is approximate, due to the finite bin width of the histogram. The animation was created in Matlab from very hacky code. The underlying distributions of the sets are normal with means 60 and 50, and standard deviations of 10.

Lizenz:

CC BY-SA 4.0

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