Corrected confidence intervals for secondary parameters following sequential tests

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dc.creatorWeng, R. C.
dc.creatorCoad, D. S.
dc.date2006-11-22
dc.date.accessioned2026-07-07T08:08:25Z
dc.date.available2026-07-07T08:08:25Z
dc.descriptionCorrected confidence intervals are developed for the mean of the second component of a bivariate normal process when the first component is being monitored sequentially. This is accomplished by constructing a first approximation to a pivotal quantity, and then using very weak expansions to determine the correction terms. The asymptotic sampling distribution of the renormalised pivotal quantity is established in both the case where the covariance matrix is known and when it is unknown. The resulting approximations have a simple form and the results of a simulation study of two well-known sequential tests show that they are very accurate. The practical usefulness of the approach is illustrated by a real example of bivariate data. Detailed proofs of the main results are provided.
dc.descriptionPublished at http://dx.doi.org/10.1214/074921706000000617 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0611682
dc.identifierhttp://arxiv.org/abs/math/0611682
dc.identifierIMS Lecture Notes--Monograph Series 2006, Vol. 50, 80-104
dc.identifierdoi:10.1214/074921706000000617
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131259
dc.subjectStatistics Theory
dc.subject62E20, 62F25, 62L05, 65L10 (Primary)
dc.titleCorrected confidence intervals for secondary parameters following sequential tests
dc.typetext

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