Saddlepoint approximations for linear rank models

Saddlepoint approximations for linear rank models

Saddlepoint p-values and confidence intervals

LAP Lambert Academic Publishing ( 2011-02-23 )

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Test statistics from the weighted log-rank class are commonly used to compare treatments when there is right censoring, testing for trend and testing for independence . This thesis uses saddlepoint methods to determine mid-p-values, and confidence intervals from the null permutation distributions of tests from the weighted log-rank class. Analytical saddlepoint computations replace the permutation simulations and provide mid-p-values that are virtually exact for all practical purposes.

Book Details:

ISBN-13:

978-3-8443-0873-0

ISBN-10:

3844308733

EAN:

9783844308730

Book language:

English

By (author) :

Ehab Abd-Elfattah

Number of pages:

108

Published on:

2011-02-23

Category:

Theory of probability, stochastics, mathematical statistics