Accession Number:

ADA159547

Title:

Repeated Significance Tests for Exponential Families.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1985-08-01

Pagination or Media Count:

61.0

Abstract:

This report considered the significance levels and powers of repeates significance test RTS. Typically these quantities cannot be calculated exactly and some sort of approximations are required. Satisfactory approximations of significance levels of RST for exponential families have been obtained by Lalley 1983 and Woodroofe 1978. In this report another method due to Siegmund 1985 in the special case of normal observations with known variance is developed. The main advantages that are claimed for this method are two-fold. First, it can be used to approximate the power of the RST. Second, it enables one to estimate both powers and significance levels of the modified RST. The approximations are also useful in determining confidence intervals. The proof of a nonlinear renewas theorem for conditional random walks and some numerical results are also given. Additional keywords Distribution functions Tablesdata Random walks Null hypothesis case. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE