Confidence intervals from randomization tests

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



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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