Coad, D S and Woodroofe, M B (1996) Corrected confidence intervals after sequential testing with applications to survival analysis. Biometrika, 83 (4). pp. 763-777. ISSN 0006-3444

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Abstract

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.

Item Type:	Article
Keywords:	Approximately pivotal quantity; One-parameter exponential family; Sequential test; Signed root transformation; Stein's identity; Very weak expansion
Schools and Departments:	School of Mathematical and Physical Sciences > Mathematics
Depositing User:	EPrints Services
Date Deposited:	06 Feb 2012 19:15
Last Modified:	19 Sep 2012 09:52
URI:	http://sro.sussex.ac.uk/id/eprint/19764

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