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Confidence intervals from randomization tests

Garthwaite, Paul H. (1996). Confidence intervals from randomization tests. Biometrics, 52 pp. 1387–1393.

DOI (Digital Object Identifier) Link: http://doi.org/10.2307/2532852
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Abstract

An efficient method of constructing confidence intervals that correspond to randomization tests is described. The method is based on the Robbins-Monro search process and conducts a separate search for each endpoint of the confidence interval. Each search requires only slightly more permutations than the number needed for a randomization test. Diagnostics to monitor searches are suggested and the method is illustrated with examples.

Item Type: Journal Article
Copyright Holders: 1996 International Biometric Society
ISSN: 1541-0420
Keywords: confidence interval; Monte Carlo method; randomization test; Robbins-Monro search
Academic Unit/Department: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Related URLs:
Item ID: 17964
Depositing User: Sara Griffin
Date Deposited: 21 Aug 2009 14:41
Last Modified: 02 Aug 2016 13:31
URI: http://oro.open.ac.uk/id/eprint/17964
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