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Corrected confidence intervals after sequential testing with applications to survival analysis

journal contribution
posted on 2023-06-07, 22:20 authored by D S Coad, M B Woodroofe
Corrected confidence intervals are developed for an unknown parameter for data from a sequential experiment. The corrections are obtained from asymptotic expansions for the distribution of the signed root transformation and they have a simple form. The model does not require independent and identically distributed random variables, or smooth stopping boundaries. Inference about the failure rate of an exponential distribution when data are subject to random censoring, censoring by real time, and optional stopping is used to illustrate the main results. The accuracy of the method is confirmed through simulation studies.

History

Publication status

  • Published

Journal

Biometrika

ISSN

0006-3444

Publisher

Oxford University Press

Issue

4

Volume

83

Page range

763-777

ISBN

0006-3444

Department affiliated with

  • Mathematics Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2012-02-06

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