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Biometrika 1980 67(2):389-402; doi:10.1093/biomet/67.2.389
© 1980 by Biometrika Trust
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Sequential {chi}2and F tests and the related confidence intervals

D. SIEGMUND

Department of Statistics, Stanford University California

Sequential {chi}2 and F tests are proposed for comparing more than two treatments. Extending earlier results of the author, one obtains approximations to the significance level and power of the tests, and approximate confidence intervals for the noncentrality parameter {theta}. For each fixed {theta} a confidence region is given for the angle {omega} which the treatment effect vector in canonical coordinates makes with a fixed direction, and hence an overall confidence region is obtained for the pair ({theta},{omega}).

Key Words: Sequential confidence region • Sequential test • Stopping rule.


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