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Often in sequential trials some additional data become available after a stopping boundary has been reached. A method for incorporating such information from overrunning is developed, based on a maximum-likelihood ordering of the sample space after overrunning. This yields a p-value for the...
Persistent link: https://www.econbiz.de/10005743422
We consider the following sequential testing problem. A group-sequential or fully-sequential test is carried out for a primary parameter, using a score process or an effective score process to eliminate nuisance parameters. After stopping, the possibility of additional parameters is considered,...
Persistent link: https://www.econbiz.de/10005743475