Bias correction and confidence intervals following sequential tests

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dc.creatorLai, Tze Leung
dc.creatorSu, Zheng
dc.creatorChuang, Chin Shan
dc.date2006-11-22
dc.date.accessioned2026-07-07T08:08:25Z
dc.date.available2026-07-07T08:08:25Z
dc.descriptionAn 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0611677
dc.identifierhttp://arxiv.org/abs/math/0611677
dc.identifierIMS Lecture Notes--Monograph Series 2006, Vol. 50, 44-57
dc.identifierdoi:10.1214/074921706000000590
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131257
dc.subjectStatistics Theory
dc.subject62L12, 62G09, 62G20 (Primary) 60F05. (Secondary)
dc.titleBias correction and confidence intervals following sequential tests
dc.typetext

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