Message-ID: <A0D6F13E-9E11-437A-92E9-E1189FAF3B52@uleth.ca>
Date: 2010-03-03T02:11:29Z
From: Vokey, John
Subject: exchangeability
In-Reply-To: <mailman.7.1267527603.26924.r-sig-teaching@r-project.org>
On 2010-03-02, at 4:00 AM, r-sig-teaching-request at r-project.org wrote:
> I am trying to understand the assumptions for a permutation test and
> figure out how to explain those to beginning students. (I am working
> on a project to integrate resampling methods into the first course in
> statistics.) I have received some help from Tim Hesterberg who gave
> me the first definition of exchangeability I've seen. One question is
> whether assumptions apply to randomized experiments or to using
> permutation tests for survey sampling applications. In addition it
> would be helpful to have some counterexamples where the assumptions
> are NOT satisfied (and why).
One perspective is that it makes NO assumptions. It depends what you intend the resulting p-values to mean. If they are to be interpreted as probabilities, then, yes, exchangeability can be seen as an enabling assumption. On the other hand, seen only as a scale of typicality, the randomization/permutation p-values do not *assume* exchangeability so much as provide a test of it.
--
Please avoid sending me Word or PowerPoint attachments.
See <http://www.gnu.org/philosophy/no-word-attachments.html>