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December, 1988 Repeated Significance Tests for Exponential Families
Inchi Hu
Ann. Statist. 16(4): 1643-1666 (December, 1988). DOI: 10.1214/aos/1176351059

Abstract

The problem of approximating the power and significance levels of repeated significance tests (RST) and modified repeated significance tests (MRST) is considered. The method due to Siegmund in the special case of normal observations with known variance is generalized. The main advantages that are claimed for this method are two-fold. First, it can be used to approximate the power of RSTs. Second, it can also be used to approximate the power and significance levels of MRSTs. Numerical and Monte Carlo results are also given for the repeated $t$-test.

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Inchi Hu. "Repeated Significance Tests for Exponential Families." Ann. Statist. 16 (4) 1643 - 1666, December, 1988. https://doi.org/10.1214/aos/1176351059

Information

Published: December, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0665.62081
MathSciNet: MR964944
Digital Object Identifier: 10.1214/aos/1176351059

Subjects:
Primary: 62L10

Rights: Copyright © 1988 Institute of Mathematical Statistics

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Vol.16 • No. 4 • December, 1988
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