A numerical method is used to compute confidence intervals, which have exact coverage probabilities, for the mean of a normal distribution following a group sequential test. This method, which uses an ordering of the sample space similar to that employed by Siegmund (1978, Biometrika 65, 341-349), is contrasted with the usual confidence interval for the mean.
ASJC Scopus subject areas
- Statistics and Probability
- Biochemistry, Genetics and Molecular Biology(all)
- Immunology and Microbiology(all)
- Agricultural and Biological Sciences(all)
- Applied Mathematics