Confidence intervals from randomization tests

被引：51
|
作者：
Garthwaite, PH
机构：
[1] Department of Mathematical Sciences, University of Aberdeen
来源：
BIOMETRICS | 1996年 / 52卷 / 04期
关键词：
confidence interval; Monte Carlo method; randomization test; Robbins-Monro search;
D O I：
10.2307/2532852
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
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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页码：1387 / 1393
页数：7
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