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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