JSM 2003 Online Program

Abstract #302180

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Activity Number:	418
Type:	Contributed
Date/Time:	Wednesday, August 6, 2003 : 2:00 PM to 3:50 PM
Sponsor:	Section on Nonparametric Statistics
Abstract - #302180
Title:	Sequential Importance Sampling for Permutation Tests on Truncated Data
Author(s):	Yuguo Chen*+
Companies:	Duke University
Address:	Inst. of Stats & Decision Sci-Box 90251, Durham, NC, 27708-0251,
Keywords:	sequential importance sampling ; permutation test ; restricted permutation ; permanent
Abstract:	There are many statistical applications that are related to permutations with restricted positions. For example, in order to find the level of nonparametric tests for correlation in truncated data, we need to sample uniformly from the set of restricted permutations, which is quite difficult. We provide a sequential importance sampling approach for permutation tests on truncated data. It can also give an estimate of the total number of allowable permutations, i.e., the permanent. We apply it to a quasar luminosity evolution problem.

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