On asymptotic normality in estimation after a group sequential trial
Statistics Theory
2018-05-28 v3 Statistics Theory
Abstract
We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for the mean of the collected observations, based on the ordinary sample mean. Our theoretical findings are confirmed by a simulation study.
Keywords
Cite
@article{arxiv.1805.03825,
title = {On asymptotic normality in estimation after a group sequential trial},
author = {Ben Berckmoes and Anna Ivanova and Geert Molenberghs},
journal= {arXiv preprint arXiv:1805.03825},
year = {2018}
}
Comments
17 pages (and appendix with data)