A Large Sample Sequential Test, Using Concomitant Information, for Discrimination between Two Composite Hypotheses
作者:
C.Philip Cox,
ThomasD. Roseberry,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 314
页码: 357-367
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10480870
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The problem studied is that of utilizing measured concomitant information in sequential trials for the comparison of two treatments. The analysis is based on the treatment 1 minus treatment 2 response differencey=y1—y2and the corresponding concomitant observation differencex=x1—x2, wherexandyare assumed to be distributed bivariate normally. A simple asymptotically valid test procedure and its performance in Monte Carlo experiments are described. It is shown that appreciable covariance economy may be expected when ρ, the correlation coefficient between the (x, y) values, is high since average sample numbers are reduced by the factor (1 — ρ2) from those obtained in the absence of covariance.
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