Garthwaite, Paul H.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.2307/2532852|
|Google Scholar:||Look up in Google Scholar|
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|
|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)
|Depositing User:||Sara Griffin|
|Date Deposited:||21 Aug 2009 14:41|
|Last Modified:||02 Aug 2016 13:31|
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