On asymptotic normality in estimation after a group sequential trial
We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for the mean of the collected observations, based on the ordinary...
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| Published in | Sequential analysis Vol. 39; no. 4; pp. 443 - 466 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
Philadelphia
Taylor & Francis
01.10.2020
Taylor & Francis Ltd |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0747-4946 1532-4176 |
| DOI | 10.1080/07474946.2020.1826784 |
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| Abstract | We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for the mean of the collected observations, based on the ordinary sample mean. Our theoretical findings are confirmed by a simulation study. |
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| AbstractList | We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for the mean of the collected observations, based on the ordinary sample mean. Our theoretical findings are confirmed by a simulation study. |
| Author | Ivanova, Anna Molenberghs, Geert Berckmoes, Ben |
| Author_xml | – sequence: 1 givenname: Ben surname: Berckmoes fullname: Berckmoes, Ben organization: Department of Mathematics, University of Antwerp – sequence: 2 givenname: Anna surname: Ivanova fullname: Ivanova, Anna organization: Department of CenStat, University of Hasselt – sequence: 3 givenname: Geert surname: Molenberghs fullname: Molenberghs, Geert organization: Department of L-BioStat, University of Leuven |
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| Cites_doi | 10.2307/2532050 10.2307/2530245 10.1093/biomet/79.2.347 10.1177/0962280212445801 10.1016/j.csda.2018.03.016 10.1093/biomet/64.2.191 10.2307/2335213 |
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| SubjectTerms | Asymptotic normality Asymptotic properties confidence interval Confidence intervals group sequential trial Normality sample mean |
| Title | On asymptotic normality in estimation after a group sequential trial |
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