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Permutation Tests for Validating Computer Experiments

In: Statistical Inference, Econometric Analysis and Matrix Algebra

Author

Listed:
  • Thomas Mühlenstädt

    (Technische Universität Dortmund, Fakultät Statistik)

  • Ursula Gather

    (Technische Universität Dortmund, Fakultät Statistik)

Abstract

Deterministic computer experiments are of increasing importance in many scientific and engineering fields. In this paper we focus on assessing the adequacy of computer experiments, i.e. we test if a computer experiment is predicting a corresponding real world phenomenon. A permutation test is presented which can be adapted to different situations in order to achieve good power.

Suggested Citation

  • Thomas Mühlenstädt & Ursula Gather, 2009. "Permutation Tests for Validating Computer Experiments," Springer Books, in: Bernhard Schipp & Walter Kräer (ed.), Statistical Inference, Econometric Analysis and Matrix Algebra, pages 77-82, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2121-5_5
    DOI: 10.1007/978-3-7908-2121-5_5
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