Exact calculations for sequential t, x and f tests

Christopher Jennison; Bruce W. Turnbull

doi:10.1093/biomet/78.1.133

Exact calculations for sequential t, x and f tests

Christopher Jennison, Bruce W. Turnbull

Department of Mathematical Sciences

Cornell University

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	133-141
Number of pages	9
Journal	Biometrika
Volume	78
Issue number	1
DOIs	https://doi.org/10.1093/biomet/78.1.133
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.

Funding

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.

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

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10.1093/biomet/78.1.133

Cite this

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author = "Christopher Jennison and Turnbull, \{Bruce W.\}",

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.",

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N2 - 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.

AB - 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.

KW - Group sequential test

KW - Repeated confidence interval

KW - Repeated significance test

KW - Sequential chi square test

KW - Sequential F test

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IS - 1

ER -

Exact calculations for sequential t, x and f tests

Abstract

Bibliographical note

Funding

Keywords

ASJC Scopus subject areas

Access to Document

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