A saddlepoint approximation for a two-sample permutation test was obtained by Robinson[7].Although the approximation is very accurate, the formula is very complicated and difficult toapply. In this papert we shall rev...A saddlepoint approximation for a two-sample permutation test was obtained by Robinson[7].Although the approximation is very accurate, the formula is very complicated and difficult toapply. In this papert we shall revisit the same problem from a different angle. We shall first turnthe problem into a conditional probability and then apply a Lugannani-Rice type formula to it,which was developed by Skovagard[8] for the mean of i.i.d. samples and by Jing and Robinson[5]for smooth function of vector means. Both the Lugannani-Rice type formula and Robinson'sformula achieve the same relative error of order O(n-3/2), but the former is very compact andmuch easier to use in practice. Some numerical results will be presented to compare the twoformulas.展开更多
文摘A saddlepoint approximation for a two-sample permutation test was obtained by Robinson[7].Although the approximation is very accurate, the formula is very complicated and difficult toapply. In this papert we shall revisit the same problem from a different angle. We shall first turnthe problem into a conditional probability and then apply a Lugannani-Rice type formula to it,which was developed by Skovagard[8] for the mean of i.i.d. samples and by Jing and Robinson[5]for smooth function of vector means. Both the Lugannani-Rice type formula and Robinson'sformula achieve the same relative error of order O(n-3/2), but the former is very compact andmuch easier to use in practice. Some numerical results will be presented to compare the twoformulas.
