The Annals of Statistics

Weak Convergence of Progressively Censored Likelihood Ratio Statistics and its Role in Asymptotic Theory of Life Testing

Pranab Kumar Sen

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Abstract

Progressive censoring schemes are often adopted in clinical trials and life testing problems with a view to monitoring the experiment from the start with the objective of a possible early termination of the experiment depending on the cumulative evidence at its various stages. Along with a basic martingale property, a Wiener process approximation for progressively censored likelihood ratio statistics is established here and the same is incorporated in the formulation of some asymptotic sequential tests for the life testing problem.

Article information

Source
Ann. Statist., Volume 4, Number 6 (1976), 1247-1257.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343657

Digital Object Identifier
doi:10.1214/aos/1176343657

Mathematical Reviews number (MathSciNet)
MR423646

Zentralblatt MATH identifier
0351.62068

JSTOR
links.jstor.org

Subjects
Primary: 60B10: Convergence of probability measures
Secondary: 62F05: Asymptotic properties of tests 62L10: Sequential analysis

Keywords
Clinical trials life testing likelihood ratio statistics progressive censoring sequential tests weak convergence in $D\lbrack 0,1 \rbrack$ space and Wiener process approximation

Citation

Sen, Pranab Kumar. Weak Convergence of Progressively Censored Likelihood Ratio Statistics and its Role in Asymptotic Theory of Life Testing. Ann. Statist. 4 (1976), no. 6, 1247--1257. doi:10.1214/aos/1176343657. https://projecteuclid.org/euclid.aos/1176343657


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