Authors: | Hartung, Joachim Knapp, Guido |
Title: | Adaptive confidence intervals of desired length and power for normal means |
Language (ISO): | en |
Abstract: | In all empirical or experimental sciences, it is a standard approach to present results, additionally to point estimates, in form of confidence intervals on the parameters of interest. The length of a confidence interval characterizes the accuracy of the whole findings. Consequently, confidence intervals should be constructed to hold a desired length. Basic ideas go back to Stein (1945) and Seelbinder (1953) who proposed a two-stage procedure for hypothesis testing about a normal mean. Tukey (1953) additionally considered the probability or power a confidence interval should possess to hold its length within a desired boundary. In this paper, an adaptive multi-stage approach is presented that can be considered as an extension of Stein's concept. Concrete rules for sample size updating are provided. Following an adaptive two-stage design of O'Brien and Fleming (1979) type, a real data example is worked out in detail. |
Subject Headings: | adaptive sample size planning group sequential trial length of a confidence interval multi-stage confidence interval power of a confidence interval |
URI: | http://hdl.handle.net/2003/26015 http://dx.doi.org/10.17877/DE290R-518 |
Issue Date: | 2009-02-02T10:45:39Z |
Appears in Collections: | Lehrstuhl Statistik mit Anwendungen im Bereich der Ingenieurwissenschaften |
Files in This Item:
File | Description | Size | Format | |
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Hartung_Knapp_2009_4.pdf | 148.29 kB | Adobe PDF | View/Open |
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