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Tail approximations for samples from a finite population with applications to permutation tests

Zhishui HuJohn RobinsonQiying Wang — 2012

ESAIM: Probability and Statistics

This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, . This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent case, but with no restrictions...

Tail approximations for samples from a finite population with applications to permutation tests

Zhishui HuJohn RobinsonQiying Wang — 2012

ESAIM: Probability and Statistics

This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, . This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent ...

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