Bounds on p-values for a class of stopping rules

Suppose that Bernoulli trials with unknown stopping rule terminate in s successes and f failures. For a sensible class of stopping rules, the p-value for a one-sided test is bounded between the negative binomial p-value and twice the binomial p-value for this data.

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Year of publication:	2000
Authors:	Bishop, Jim
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 4, p. 385-392
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313827