Corrected asymptotic distribution of statistics based on the multinomial law |
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Authors: | D Neveu A Kramar P Dujols |
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Institution: | aUniversité Montpellier I, UFR Médecine, 34967 Montpellier, France;bCentre Hospitalier Universitaire, Département de l’Information Médicale, 34295 Montpellier, France;cCentre Régional de Lutte contre le Cancer Val d’Aurelle-Paul Lamarque, unité de Biostatistique, 34298 Montpellier, France |
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Abstract: | Investigators and epidemiologists often use statistics based on the parameters of a multinomial distribution. Two main approaches have been developed to assess the inferences of these statistics. The first one uses asymptotic formulae which are valid for large sample sizes. The second one computes the exact distribution, which performs quite well for small samples. They present some limitations for sample sizes N neither large enough to satisfy the assumption of asymptotic normality nor small enough to allow us to generate the exact distribution. We analytically computed the 1/N corrections of the asymptotic distribution for any statistics based on a multinomial law. We applied these results to the kappa statistic in 2×2 and 3×3 tables. We also compared the coverage probability obtained with the asymptotic and the corrected distributions under various hypothetical configurations of sample size and theoretical proportions. With this method, the estimate of the mean and the variance were highly improved as well as the 2.5 and the 97.5 percentiles of the distribution, allowing us to go down to sample sizes around 20, for data sets not too asymmetrical. The order of the difference between the exact and the corrected values was 1/N2 for the mean and 1/N3 for the variance. |
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Keywords: | Multinomial law Corrected asymptotic distribution Kappa Taylor expansion |
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