Math 2.0

Statistics Definition

Randomization

Builds on Design of experimentsProbability distribution

Definition

Let TT be a finite set of treatments, let UU be a set of nn experimental units, and let rt≥1r_t \ge 1 be integers with ∑t∈Trt=n\sum_{t \in T} r_t = n. Let 𝒟\mathcal{D} be the set of experimental designs d ⁣:U→Td \colon U \to T with ∣d−1(t)∣=rt\abs{d^{-1}(t)} = r_t for every t∈Tt \in T. Complete randomization is the choice of a design DD at random from 𝒟\mathcal{D} with the uniform distribution, that is, P(D=d)=1∣𝒟∣=∏t∈Trt!n!for every d∈𝒟.P(D = d) = \frac{1}{\abs{\mathcal{D}}} = \frac{\prod_{t \in T} r_t!}{n!} \quad \text{for every } d \in \mathcal{D}. More generally, a randomized design is a design chosen at random from a set of designs by a known probability distribution. In a restricted randomization the set is smaller, for example the designs that give every treatment once in each block.

Remarks

Example: T={A,B}T = \set{A, B}, U={1,2,3,4}U = \set{1, 2, 3, 4} and rA=rB=2r_A = r_B = 2. Then ∣𝒟∣=4!/(2! 2!)=6\abs{\mathcal{D}} = 4!/(2!\,2!) = 6, and each of the six splits, such as {1,2}\set{1, 2} to AA and {3,4}\set{3, 4} to BB, has probability 1/61/6. Each unit receives AA with probability 1/21/2.

Non-example: giving AA to the first two units to arrive and BB to the next two is a fixed rule, not a chance mechanism. If early arrivals differ from late ones, the comparison of AA and BB is biased.

Fix the observed responses and compute a test statistic for every design in 𝒟\mathcal{D}. Under the hypothesis of no treatment effect, these values give the exact null distribution of a randomization test.

Reading path

To understand this page from the ground up, read these 32 pages in order. The foundations come first.

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Construction of the reals from Cauchy sequences, concept, no evidence levelConstruction of the r…conceptDesign of experiments, concept, no evidence levelDesign of experimentsconceptElement, definition, no evidence levelElementdefinitionIntegers, object, no evidence levelIntegersobjectOrdered field, definition, no evidence levelOrdered fielddefinitionProposition, concept, no evidence levelPropositionconceptRandom experiment, concept, no evidence levelRandom experimentconceptRational numbers, object, no evidence levelRational numbersobjectReal numbers, object, no evidence levelReal numbersobjectSet, definition, no evidence levelSetdefinitionRing of integers, statement, no evidence levelRing of integersstatementDisjunction, definition, no evidence levelDisjunctiondefinitionImplication, definition, no evidence levelImplicationdefinitionPredicate, definition, no evidence levelPredicatedefinitionUnion, definition, no evidence levelUniondefinitionSample space, definition, no evidence levelSample spacedefinitionThe rationals form a field, statement, no evidence levelThe rationals form a …statementUniversal quantifier, definition, no evidence levelUniversal quantifierdefinitionSubset, definition, no evidence levelSubsetdefinitionThe rationals form an ordered field, statement, no evidence levelThe rationals form an…statementPower set, definition, no evidence levelPower setdefinitionUniversal set, definition, no evidence levelUniversal setdefinitionOrder on the reals, definition, no evidence levelOrder on the realsdefinitionComplement, definition, no evidence levelComplementdefinitionInterval, definition, no evidence levelIntervaldefinitionSigma-algebra, definition, no evidence levelSigma-algebradefinitionEvent, definition, no evidence levelEventdefinitionBorel sigma-algebra, definition, no evidence levelBorel sigma-algebradefinitionProbability axioms, concept, no evidence levelProbability axiomsconceptProbability measure, definition, no evidence levelProbability measuredefinitionProbability distribution, definition, no evidence levelProbability distribut…definitionRandomization, definition, no evidence levelRandomizationdefinition
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Construction of the reals from Cauchy sequences concept
  2. Design of experiments concept
  3. Element definition
  4. Integers object
  5. Ordered field definition
  6. Proposition concept
  7. Random experiment concept
  8. Rational numbers object
  9. Real numbers object
  10. Set definition
  11. Ring of integers statement
  12. Disjunction definition
  13. Implication definition
  14. Predicate definition
  15. Union definition
  16. Sample space definition
  17. The rationals form a field statement
  18. Universal quantifier definition
  19. Subset definition
  20. The rationals form an ordered field statement
  21. Power set definition
  22. Universal set definition
  23. Order on the reals definition
  24. Complement definition
  25. Interval definition
  26. Sigma-algebra definition
  27. Event definition
  28. Borel sigma-algebra definition
  29. Probability axioms concept
  30. Probability measure definition
  31. Probability distribution definition
  32. Randomization definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Randomization
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Kinddefinition
WritingW0 stub
MSC62K99
DefinesRandomization
UsesDesign of experiments, Probability distribution

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