A confidence interval for Pr(X < Y) - Pr(X > Y) estimated from simple cluster samples.
Distribution-free confidence intervals based on Somers' d (a simple function of the Mann-Whitney U statistic) are developed for Pr(X < Y) - Pr(X > Y), where X and Y are the ranks of any two observations from two independent populations. The approach accommodates a complex sampling design, and explicit formulas are given for simple cluster sampling. The method also accommodates simple progressive left- and right-censoring. The accuracy of the interval is shown to improve when the tanh-1 transform is used. A bootstrap solution was tried and did not perform as well as the proposed solution.
Edwardes
M D
MD
Division of Clinical Epidemiology, Royal Victoria Hospital, Montréal, Québec, Canada.
D000704:Analysis of Variance; D016022:Case-Control Studies; D016000:Cluster Analysis; D016001:Confidence Intervals; D004194:Disease; D006801:Humans; D008433:Mathematics; D015233:Models, Statistical; D012984:Software; D014881:Water Supply / Q000592:standards