Empirical saddlepoint approximations of the Studentized ratio and regression estimates for finite populations
AbstractWe obtain saddlepoint approximations for tail probabilities of the Studentized ratio and regression estimates of the population mean for a simple random sample taken without replacement from a finite population. This is only possible if we know the entire population, so we also obtain empirical saddlepoint approximations based on the sample alone. These empirical approximations can be used for tests of significance and confidence intervals for the population mean. We compare the empirical approximation to the true saddlepoint approximation, both theoretically and numerically. The empirical saddlepoint is related to a bootstrap method for finite populations and we give numerical comparisons of these. We show that for data which contains extreme outliers, poor approximations can be obtained in the case of regression estimates, both for the saddlepoint and empirical saddlepoint, but for less extreme data the saddlepoint and empirical saddlepoint approximations are extremely close to the corresponding Monte Carlo and bootstrap approximations.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 71 (2005)
Issue (Month): 3 (March)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Dai, Wen & Robinson, John, 2001. "Empirical saddlepoint approximations of the Studentized mean under simple random sampling," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 331-337, June.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.