Abstract
SUMMARY: Sequential and group sequential procedures are proposed for monitoring repeated t, X2 or F statistics. These can be used to construct sequential hypothesis tests or repeated confidence intervals when the parameter of interest is a normal mean with unknown variance or a multivariate normal mean with variance matrix known or known up to a scale factor. Exact methods for calculating error probabilities and sample size distributions are described and tables of critical values needed to implement the procedures are provided.
Original language | English |
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Pages (from-to) | 133-141 |
Number of pages | 9 |
Journal | Biometrika |
Volume | 78 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Mar 1991 |
Bibliographical note
Funding Information:research was supported in part by a grant from the U.S. National Institutes of and a U.K. Science and Engineering Research Council Visiting Fellowship.
Copyright:
Copyright 2010 Elsevier B.V., All rights reserved.
Keywords
- Group sequential test
- Repeated confidence interval
- Repeated significance test
- Sequential chi square test
- Sequential F test
- Sequential t test
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics, Probability and Uncertainty
- Applied Mathematics