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SADDLEPOINT APPROXIMATION FOR TWO SAMPLE LINEAR RANK TESTS
Journal article

SADDLEPOINT APPROXIMATION FOR TWO SAMPLE LINEAR RANK TESTS

Almutairi O. Alya and Ehab F. Abd-Elfattah
Advances and applications in statistics, Vol.23(1), pp.43-52
01/07/2011

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
Test statistics from the two sample linear rank classes are commonly used to compare the treatment group with the control group. This paper uses saddlepoint methods to determine mid-p-values from the null permutation distributions of tests from the two sample linear rank classes. It is seen that saddlepoint computations replace the permutation simulations and provide mid-p-values that are virtually exact for all the practical purposes.

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