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Biometrika 1977 64(2):177-189; doi:10.1093/biomet/64.2.177
© 1977 by Biometrika Trust
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Repeated significance tests for a normal mean

D. SEIGMUND

Department of Statistics, Stanford University California

Repeated significance tests for a normal mean, with variance known, are studied asymptotically. Approximations are given for the significance level, power and expected sample size. These approximations are shown to be accurate enough for practical numerical purposes over a wide range of parameter values. An analogous test for the case of unknown variance is suggested and an approximation to its significance level obtained.

Key Words: Optional stopping • Repeated significance test • Sequential test • Square root boundary


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