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A nonparametric independence test using random permutations

Authors
  • Garcia, Jesus E.
  • Gonzalez-Lopez, Veronica A.
Type
Preprint
Publication Date
Aug 25, 2009
Submission Date
Aug 19, 2009
Identifiers
arXiv ID: 0908.2794
Source
arXiv
License
Yellow
External links

Abstract

We propose a new nonparametric test for the supposition of independence between two continuous random variables. The test is based on the size of the longest increasing subsequence of a random permutation. We identified the independence assumption between the two continuous variables with the space of permutation equipped with the uniform distribution and we show the exact distribution of the statistic. We calculate the distribution for several sample sizes. Through a simulation study we estimate the power of our test for diverse alternative hypothesis under the null hypothesis of independence.

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