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The Fisher-Pitman permutation test when testing for differences in mean and variance
Markus Neuhäuser1, Bryan F J Manly
1Department of Mathematics and Statistics, University of Otago, P.O. Box 56, Dunedin, NZ. mneuhaus@maths.otago.ac.nz
Abstract:
The Fisher-Pitman permutation test can detect any type of difference between two samples: hence, a significant Fisher-Pitman permutation test does not necessarily provide evidence for a difference in means. It is possible, however, to test separately for differences in means and variances. Here, we present a recently proposed two-stage procedure to decide whether there are differences in means or variances that can be applied when samples may come from nonnormal distributions with possibly unequal variances.
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