Two-sample test, based on permutations and Wellner's Rayleigh-style T-statistic (Wellner, 1979, Example 1a).

Assumes large sample sizes, specifically that choose(nx + ny, nx) >> numPerms. For small sample sizes, see rayWellnerExactInference.

Usage

Wellner_inference_ray(xs, ys, numPerms)

Source

geologyGeometry (J.R. Davis): http://www.joshuadavis.us/software/

Arguments

xs

A list of rays.

ys

A list of rays.

numPerms

A real number (positive integer). The number of permutations, say 1,000 or 10,000.

Value

A real number, between 0 and 1 inclusive. The fraction of tests in which T exceeds the original T for the data. You can interpret this as a p-value for the null hypothesis that the two populations are identical (not just that their means are identical). In other words, small values of p indicate that the distinction between the two populations is meaningful.