The Fisher-Pitman Permutation Test When Testing for Differences in Mean and Variance

Abstract

The Fisher-Pitman permutation test can detect any type of difference between two samples; hence, a significant Fisher-Pitman permutation test does not necessarily provide evidence for a difference in means. It is possible, however, to test separately for differences in means and variances. Here, we present a recently proposed two-stage procedure to decide whether there are differences in means or variances that can be applied when samples may come from nonnormal distributions with possibly unequal variances.