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Permutation tests: precision in estimating probability values.

Janis E Johnston1, Kenneth J Berry, Paul W Mielke

  • 1Colorado State University, Fort Collins 80523-1784, USA.

Perceptual and Motor Skills
|January 31, 2008
PubMed
Summary
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Determining the exact number of resamplings for accurate probability estimation remains unclear. However, one million resamplings are sufficient for precise probability values under most conditions.

Area of Science:

  • Statistics
  • Computational Science

Background:

  • Estimating probability values often involves resampling techniques.
  • The required number of resamples for achieving a desired precision is not well-defined.

Purpose of the Study:

  • To investigate the number of resamplings needed for accurate probability estimation.
  • To establish a guideline for sufficient resamplings to ensure precision.

Main Methods:

  • The study likely involved simulations or theoretical analysis of resampling methods.
  • The number of resamples was systematically varied to assess its impact on probability estimation accuracy.

Main Results:

  • One million resamplings were found to be sufficient to ensure probability estimates accurate to three decimal places.

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  • This sufficiency holds true under most common conditions encountered in statistical analysis.

    • Conclusions:

    • A practical threshold of one million resamplings can be recommended for achieving high precision in probability estimation.
    • Further research may refine this number or explore conditions where more resamples are necessary.