The Annals of Statistics

Expected Sample Size Savings from Curtailed Procedures for the $t$-Test and Hotelling's $T^2$

Nira Herrmann and Ted H. Szatrowski

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Abstract

Brown, Cohen and Strawderman propose curtailed procedures for the $t$-test and Hotelling's $T^2$. In this paper we present the exact forms of these procedures and examine the expected sample size savings under the null hypothesis. The sample size savings can be bounded by a constant which is independent of the sample size. Tables are given for the expected sample size savings and maximum sample size saving under the null hypothesis for a range of significance levels $(\alpha)$, dimensions $(p)$ and sample sizes $(n)$.

Article information

Source
Ann. Statist., Volume 8, Number 3 (1980), 682-686.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345019

Digital Object Identifier
doi:10.1214/aos/1176345019

Mathematical Reviews number (MathSciNet)
MR568731

Zentralblatt MATH identifier
0439.62018

JSTOR
links.jstor.org

Subjects
Primary: 62F05: Asymptotic properties of tests
Secondary: 62H15: Hypothesis testing 62L15: Optimal stopping [See also 60G40, 91A60]

Keywords
Curtailed sampling $t$-test Hotelling's $T^2$ sample size savings

Citation

Herrmann, Nira; Szatrowski, Ted H. Expected Sample Size Savings from Curtailed Procedures for the $t$-Test and Hotelling's $T^2$. Ann. Statist. 8 (1980), no. 3, 682--686. doi:10.1214/aos/1176345019. https://projecteuclid.org/euclid.aos/1176345019


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