Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios
Satterthwaite 比值类的鞍点近似与自助法推断
Saddlepoint approximations are developed for the distributions of Satterthwaite F-type statistics that arise in ANOVA with balanced random-effects models. Such statistics are commonly used in variance component testing and confidence interval construction, because exact F pivotals usually do not exist. The approximations are shown to be uniform in their right tails, and the limiting relative errors for distribution approximations are determined. Based on these…