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.
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© 1996 Springer Science+Business Media Dordrecht
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Glaz, J., Kenyon, J.R. (1996). Probability Approximations and Inequalities for Sequential Tests. In: Jewell, N.P., Kimber, A.C., Lee, ML.T., Whitmore, G.A. (eds) Lifetime Data: Models in Reliability and Survival Analysis. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-5654-8_15
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DOI: https://doi.org/10.1007/978-1-4757-5654-8_15
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