Tail approximations for samples from a finite population with applications to permutation tests
Zhishui Hu, John Robinson, Qiying Wang (2012)
ESAIM: Probability and Statistics
Similarity:
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...