Bias correction and confidence intervals following sequential tests
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
An important statistical inference problem in sequential analysis is the construction of confidence intervals following sequential tests, to which Michael Woodroofe has made fundamental contributions. This paper reviews Woodroofe's method and other approaches in the literature. In particular it shows how a bias-corrected pivot originally introduced by Woodroofe can be used as an improved root for sequential bootstrap confidence intervals.
Cite
@article{arxiv.math/0611677,
title = {Bias correction and confidence intervals following sequential tests},
author = {Tze Leung Lai and Zheng Su and Chin Shan Chuang},
journal= {arXiv preprint arXiv:math/0611677},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921706000000590 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)