✦ LIBER ✦

A one-sided confidence set hidden under a two-sided sequential test of a normal mean

✍ Scribed by Wei Liu

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 239 KB
Volume: 41
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)00234-x

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✦ Synopsis

This article demonstrates how to construct a 1 -7 level confidence set naturally associated a size 7 two-sided sequential test of a normal mean #. If the null hypothesis H0: # = 0 is rejected by the test, then the confidence set provides a one-sided confidence interval excluding zero for/~. Therefore, based on this confidence set, we can not only reject H0, infer the direction (p > 0 or # < 0) of/~, but also have the extra information on the magnitude of/~ in the direction of inference. The confidence set is clearly more informative than the original test. (~

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