Confidence intervals from randomization tests
Confidence intervals from randomization tests
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DOI：
10.2307/2532852
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发表时间：
1996-12-01
期刊：
影响因子：
1.9
通讯作者：
Garthwaite, PH
中科院分区：
文献类型：
--
作者：
Garthwaite, PH
描述了一种构造对应于随机化测试的置信度区间的有效方法。该方法基于Robbins-Monro搜索过程，并对置信度区间的每个端点进行单独的搜索。每一次搜索只需要比随机化测试所需的数量略多的排列。提出了监控搜索的诊断方法，并举例说明了该方法。
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.