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Confidence intervals from randomization tests

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

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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)
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Item ID: 17964
Depositing User: Sara Griffin
Date Deposited: 21 Aug 2009 14:41
Last Modified: 04 Oct 2016 10:27
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