Hi again.
I have the following problem:
Let say I have two random variables X, Y, discrete, each with three possible values, a,b and c.
I would like to test if in a sample of 500 objects, the two values X and Y are independent in a special way:
H_0: Pr(X=x ^ Y=y) Expected_ij.
In order to calculate p-values, I calculate the distribution of s(T') over a million random tables, each with the same marginal frequencies of T'.
To do so, I generate a random permutation of the values of X on the 500 objects, and another random vector with the frequencies of Y,
calculate the contingency table T' and s(T'), over a million T'
Then, the distribution of s(T') is used to calculate p-values.
But I realize that the null hypothesis H'_0 for the Montecarlo procedure is that X and Y are independent which is not exactly what I need.
Fortunately, for a fixed r, the number of times that there is a T' where s(T') >= r, when H'_0: Pr(X=x ^ Y=y) = Pr(X=x) Pr(Y=y), is greater than
the number of times that there is a T' where s(T') >= r, when H_0: Pr(X=x ^ Y=y) = Pr(s(T') >= r | H_0).
So, if I have a table T, and I calculate s(T) = r, I know that if Pr(s(T')>=r | H'_0) = r | H_0)