Confidence intervals from randomization tests

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

DOI: https://doi.org/10.2307/2532852

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.

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About

• Item ORO ID
• 17964
• Item Type
• Journal Item
• ISSN
• 1541-0420
• Keywords
• confidence interval; Monte Carlo method; randomization test; Robbins-Monro search
• Academic Unit or School
• Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
  Faculty of Science, Technology, Engineering and Mathematics (STEM)
• Copyright Holders
• © 1996 International Biometric Society
• Related URLs
• • http://www.jstor.org/stable/2532852(Other)
• Depositing User
• Sara Griffin