Bounds on p-values for a class of stopping rules

Jim Bishop

Statistics & Probability Letters, 2000, vol. 48, issue 4, 385-392

Abstract: Suppose that Bernoulli trials with unknown stopping rule terminate in s successes and f failures. For a sensible class of stopping rules, the p-value for a one-sided test is bounded between the negative binomial p-value and twice the binomial p-value for this data.

Date: 2000
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