Probability Approximations and Inequalities for Sequential Tests

Joseph Glaz and James R. Kenyon
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Joseph Glaz: University of Connecticut, Department of Statistics
James R. Kenyon: University of Connecticut, Department of Statistics

A chapter in Lifetime Data: Models in Reliability and Survival Analysis, 1996, pp 99-106 from Springer

Abstract: Abstract In this article accurate inequalities for tail probabilities of stopping times of sequential tests will be discussed. These inequalities will be utilized to derive approximations for the overall significance level, power function, expected number and the variance of observations needed to implement the test, the P-value and the approximate confidence interval for the parameter tested. Numerical results for the triangular boundary test for normal observations are presented. Applications to reliability theory are briefly mentioned.

Date: 1996
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DOI: 10.1007/978-1-4757-5654-8_15

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