16,292 research outputs found
Bias correction and confidence intervals following sequential tests
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.Comment: 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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