One optional observation inflates \(\alpha\) by \({100/\sqrt{n}}\) per cent

DOI10.1007/s00184-009-0264-1zbMath1206.62024arXiv0710.5154OpenAlexW2592675543MaRDI QIDQ622556

Lutz Mattner

Publication date: 3 February 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.5154

zbMATH Keywords

multiple testingsequential testoptional stoppingabuse of statistical testslevel inflationstatistics with stochastic expansionteaching of statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical methods (62L99) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Testing Statistical Hypotheses
• On Convergence in $r$-Mean of Normalized Partial Sums
• Some aspects of the sequential design of experiments

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