Exact p-values of savage testing statistics.

Abstract

In recent years, the use of software for the calculation of statistical tests has become widespread. For many nonparametric tests, a number of statistical programs calculate significance levels based on algorithms appropriate for large samples only. In scientific experiments, small samples are common. This requires the use of the exact statistical test. This paper presents a simple but logical method of obtaining unconditional exact permutation distribution for test statistics involving small samples. The exact critical values for the savage test statistic are generated and the probability of a type I error is exactly α.