Confidence Intervals from Randomization Tests
Paul H. Garthwaite · Biometrics · 1996
An efficient method of constructing confidence intervals that correspond to randomization tests is described. The method is based on the Robbins-Monro search process and conducts a separate search for each endpoint of the confidence interval. Each search requires only slightly more permutations than the number needed for a randomization test. Diagnostics to monitor searches are suggested and the method is illustrated with examples.