A one-sided confidence set hidden under a two-sided sequential test of a normal mean

Wei Liu

Statistics & Probability Letters, 1999, vol. 41, issue 4, 435-438

Abstract: This article demonstrates how to construct a 1 - [alpha] level confidence set naturally associated a size [alpha] two-sided sequential test of a normal mean [mu]. If the null hypothesis H0: [mu] = 0 is rejected by the test, then the confidence set provides a one-sided confidence interval excluding zero for [mu]. Therefore, based on this confidence set, we can not only reject H0, infer the direction ([mu] > 0 or [mu]

Keywords: One-sided; confidence; intervals; Ordering; of; observations; Two-sided; sequential; tests (search for similar items in EconPapers)
Date: 1999
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