Estimation Following Sequential Tests.

Abstract

Two methods for obtaining sequential test based confidence intervals for the mean of a normal distribution are proposed and compared. One method involves reducing the bias introduced into the sample mean by optional stopping. the other defines the confidence interval directly in terms of the stopping time of the test. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1977
Accession Number
ADA049784

Entities

People

  • David Siegmund

Organizations

  • Stanford University

Tags

Communities of Interest

  • Biomedical
  • Cyber

DTIC Thesaurus Topics

  • Clinical Trials
  • Computations
  • Distribution Functions
  • Errors
  • Estimators
  • Intervals
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Random Variables
  • Random Walk
  • Sequential Analysis
  • Standards
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.