Asymptotic expansions in Anscombe's theorem for repeated significance tests and estimation after sequential testing

DOI10.1214/AOS/1176350266zbMath0615.62107OpenAlexW2042331089MaRDI QIDQ1820535

Hajime Takahashi

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350266

zbMATH Keywords

confidence intervalsasymptotic normalitystopping timemeannormal distributionAnscombe's theoremrepeated significance testnonlinear renewal theoremestimation after sequential testing

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Point estimation (62F10) Sequential statistical analysis (62L10) Sequential estimation (62L12) Renewal theory (60K05)

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