Bias correction and confidence intervals following sequential tests

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An important statistical inference problem in sequential analysis is the construction of confidence intervals following sequential tests, to which Michael Woodroofe has made fundamental contributions. This paper reviews Woodroofe's method and other approaches in the literature. In particular it shows how a bias-corrected pivot originally introduced by Woodroofe can be used as an improved root for sequential bootstrap confidence intervals.
Published at http://dx.doi.org/10.1214/074921706000000590 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62L12, 62G09, 62G20 (Primary) 60F05. (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131257

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611677
 http://arxiv.org/abs/math/0611677
 IMS Lecture Notes--Monograph Series 2006, Vol. 50, 44-57
 doi:10.1214/074921706000000590

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arXiv