A Monte Carlo scheme randomly samples M separate I J tables having observed margins to approximate
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A Monte Carlo scheme randomly samples M separate I × J tables having observed margins to approximate Po = P(X2 ≥ X2o) for an exact test. Let P̂ be the sample proportion of the M tables with X2 ≥ X2o. Show that P(|P̂ – Po| ≤ B) = 1 – α requires that M ≈ z2α/2 Po(1–Po)/B2.
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