Abstract
Conditional inference on 2 x 2 tables with fixed margins and unequal
probabilities is based on the extended hypergeometric distribution. If
the support of the distribution is large, exact calculation of the conditional
mean and variance of the table entry may be computationally
demanding. This paper proposes a single-saddlepoint approximation
to the mean and variance. While the approximation achieves acceptable
accuracy for ordinary practical purposes, an alternative saddlepoint
approximation is provided that givesmuch closer to exact results.
It improves the accuracy of current approximations to up to more than
four powers of ten.
Original language | English |
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Pages (from-to) | 22-31 |
Number of pages | 10 |
Journal | Statistica Neerlandica |
Volume | 65 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2010 |
Keywords
- saddlepoint approximation
- 2 x 2 table
- extended hypergeometric distribution