Stopping Rules and Observed Significance Levels.

Abstract

It is well known how to combine the significance levels observed in a number of independent experiments. When this number is a random variable determined by a stopping rule, the observed significance level can still be calculated if there is an acceptable ordering of the points in the extended sample space. But what can be said if the stopping time is ill-defined? This paper obtains explicit lower bounds on the level of significance by considering orderings based on a family of alternative hypotheses. These bounds give some measure of the effect of failing to specify the stopping rule in advance. Keywords: Stochastic processes.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA190320

Entities

People

  • John Bather

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Functions (Mathematics)
  • Hypotheses
  • Information Science
  • Mathematical Analysis
  • North Carolina
  • Probability
  • Random Variables
  • Random Walk
  • Security
  • Sequences
  • Sequential Analysis
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Terminals

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.

Technology Areas

  • Space