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November, 1976 Weak Convergence of Progressively Censored Likelihood Ratio Statistics and its Role in Asymptotic Theory of Life Testing
Pranab Kumar Sen
Ann. Statist. 4(6): 1247-1257 (November, 1976). DOI: 10.1214/aos/1176343657

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.

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Pranab Kumar Sen. "Weak Convergence of Progressively Censored Likelihood Ratio Statistics and its Role in Asymptotic Theory of Life Testing." Ann. Statist. 4 (6) 1247 - 1257, November, 1976. https://doi.org/10.1214/aos/1176343657

Information

Published: November, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0351.62068
MathSciNet: MR423646
Digital Object Identifier: 10.1214/aos/1176343657

Subjects:
Primary: 60B10
Secondary: 62F05 , 62L10

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

Rights: Copyright © 1976 Institute of Mathematical Statistics

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Vol.4 • No. 6 • November, 1976
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