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Exact Confidence Intervals Following a Group Sequential Test

Anastasios A. Tsiatis, Gary L. Rosner and Cyrus R. Mehta
Biometrics
Vol. 40, No. 3 (Sep., 1984), pp. 797-803
DOI: 10.2307/2530924
Stable URL: http://www.jstor.org/stable/2530924
Page Count: 7
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Exact Confidence Intervals Following a Group Sequential Test
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Abstract

A numerical method is used to compute confidence intervals, which have exact coverage probabilities, for the mean of a normal distribution following a group sequential test. This method, which uses an ordering of the sample space similar to that employed by Siegmund (1978, Biometrika 65, 341-349), is contrasted with the usual confidence interval for the mean.

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