Approximating boundary crosing probabilities with applications to sequential tests

DOI10.1080/07474948608836090zbMath0599.62094OpenAlexW2029053151MaRDI QIDQ3734913

Joseph Glaz, Bruce McK. Johnson

Publication date: 1986

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948608836090

zbMATH Keywords

sequential testsboundary crossing probabilitiesexpected waiting timesequential clinical trials

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Classes of orderings of measures and related correlation inequalities. II. Multivariate reverse rule distributions
• Total positivity properties of absolute value multinormal variables with applications to confidence interval estimates and related probabilistic inequalities
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• Probability Inequalities for Multivariate Distributions with Dependence Structures
• The analysis of sequential clinical trials
• Asymptotic approximation of crossing probabilities of random sequences
• Frequentist properties of Bayesian sequential tests

This page was built for publication: Approximating boundary crosing probabilities with applications to sequential tests