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The American Statistician Volume 56, 2002 - Issue 1
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Primary Article

Designing Monte Carlo Implementations of Permutation or Bootstrap Hypothesis Tests

Michael P Fay Michael P. Fay is a Mathematical Statistician, National Cancer Institute, 6116 Executive Boulevard, Suite 504, MSC 8317, Bethesda, MD 20892-8317 . Dean A. Follmann is Mathematical Statistician, Office of Biostatistics Research at the National Heart, Lung, and Blood Institute, 2 Rockledge Center Room 8216, Bethesda, MD 20892. The authors thank Yuchen Su for computing help and Eric Feuer, Hyune-Ju Kim, Ram Tiwari, the referees, and editors for comments on drafts of this article.
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Dean A Follmann Michael P. Fay is a Mathematical Statistician, National Cancer Institute, 6116 Executive Boulevard, Suite 504, MSC 8317, Bethesda, MD 20892-8317 . Dean A. Follmann is Mathematical Statistician, Office of Biostatistics Research at the National Heart, Lung, and Blood Institute, 2 Rockledge Center Room 8216, Bethesda, MD 20892. The authors thank Yuchen Su for computing help and Eric Feuer, Hyune-Ju Kim, Ram Tiwari, the referees, and editors for comments on drafts of this article.
Pages 63-70 | Published online: 01 Jan 2012

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Dongdong Xiang, Yan Li, Lei Wang & Xiaolong Pu. (2016) Double stepwise likelihood ratio test for one-sided composite hypotheses. Quality Technology & Quantitative Management 13:3, pages 355-366.
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Dean Follmann & Michael Fay. (2010) Exact Inference for Complex Clustered Data Using Within-Cluster Resampling. Journal of Biopharmaceutical Statistics 20:4, pages 850-869.
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Axel Gandy. (2009) Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk. Journal of the American Statistical Association 104:488, pages 1504-1511.
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Jialiang Li, Bee Choo Tai & David J. Nott. (2009) Confidence interval for the bootstrap P-value and sample size calculation of the bootstrap test. Journal of Nonparametric Statistics 21:5, pages 649-661.
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Michael P Fay, Hyune-Ju Kim & Mark Hachey. (2007) On Using Truncated Sequential Probability Ratio Test Boundaries for Monte Carlo Implementation of Hypothesis Tests. Journal of Computational and Graphical Statistics 16:4, pages 946-967.
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Georg Hahn. (2020) On the expected runtime of multiple testing algorithms with bounded error. Statistics & Probability Letters 165, pages 108844.
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Axel Gandy, Georg Hahn & Dong Ding. (2019) Implementing Monte Carlo tests with p‐value buckets. Scandinavian Journal of Statistics 47:3, pages 950-967.
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Dong Ding, Axel Gandy & Georg Hahn. (2019) A simple method for implementing Monte Carlo tests. Computational Statistics 35:3, pages 1373-1392.
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Georg Hahn. (2019) Optimal allocation of Monte Carlo simulations to multiple hypothesis tests. Statistics and Computing 30:3, pages 571-586.
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Anthony Almudevar. 2020. Statistical Modeling for Biological Systems. Statistical Modeling for Biological Systems 97 115 .
Ivair Silva & Renato Assunção. (2018) Truncated sequential Monte Carlo test with exact power. Brazilian Journal of Probability and Statistics 32:2.
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Anderson M. Winkler, Gerard R. Ridgway, Gwenaëlle Douaud, Thomas E. Nichols & Stephen M. Smith. (2016) Faster permutation inference in brain imaging. NeuroImage 141, pages 502-516.
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Ivair R. Silva. (2016) Composite sequential Monte Carlo test for post-market vaccine safety surveillance. Statistics in Medicine 35:9, pages 1441-1453.
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Ivair R. Silva & Renato M. Assunção. (2013) Optimal generalized truncated sequential Monte Carlo test. Journal of Multivariate Analysis 121, pages 33-49.
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Michael P. FayJoanna H. Shih. (2012) Weighted logrank tests for interval censored data when assessment times depend on treatment. Statistics in Medicine 31:28, pages 3760-3772.
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Hyune-Ju Kim. (2010) Bounding the resampling risk for sequential Monte Carlo implementation of hypothesis tests. Journal of Statistical Planning and Inference 140:7, pages 1834-1843.
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Anthony Almudevar. (2010) A Hypothesis Test for Equality of Bayesian Network Models. EURASIP Journal on Bioinformatics and Systems Biology 2010, pages 1-10.
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