Exact calculations for sequential t, x and f tests

Christopher Jennison, Bruce W. Turnbull

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)133-141
Number of pages9
JournalBiometrika
Volume78
Issue number1
DOIs
Publication statusPublished - 1 Mar 1991

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
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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