The University of Southampton
University of Southampton Institutional Repository

A one-sided confidence set hidden under a two-sided sequential test of normal mean.

A one-sided confidence set hidden under a two-sided sequential test of normal mean.
A one-sided confidence set hidden under a two-sided sequential test of normal mean.
This article demonstrates how to construct a 1 ? ? level confidence set naturally associated a size ? two-sided sequential test of a normal mean ?. If the null hypothesis H0: ? = 0 is rejected by the test, then the confidence set provides a one-sided confidence interval excluding zero for ?. Therefore, based on this confidence set, we can not only reject H0, infer the direction (? > 0 or ? < 0) of ?, but also have the extra information on the magnitude of ? in the direction of inference. The confidence set is clearly more informative than the original test.
one-sided confidence intervals, ordering of observations, two-sided sequential tests
0167-7152
435-438
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a
Liu, Wei
b64150aa-d935-4209-804d-24c1b97e024a

Liu, Wei (1999) A one-sided confidence set hidden under a two-sided sequential test of normal mean. Statistics and Probability Letters, 41 (4), 435-438. (doi:10.1016/S0167-7152(98)00234-X).

Record type: Article

Abstract

This article demonstrates how to construct a 1 ? ? level confidence set naturally associated a size ? two-sided sequential test of a normal mean ?. If the null hypothesis H0: ? = 0 is rejected by the test, then the confidence set provides a one-sided confidence interval excluding zero for ?. Therefore, based on this confidence set, we can not only reject H0, infer the direction (? > 0 or ? < 0) of ?, but also have the extra information on the magnitude of ? in the direction of inference. The confidence set is clearly more informative than the original test.

Full text not available from this repository.

More information

Published date: 1999
Keywords: one-sided confidence intervals, ordering of observations, two-sided sequential tests
Organisations: Statistics, Mathematical Sciences

Identifiers

Local EPrints ID: 30096
URI: http://eprints.soton.ac.uk/id/eprint/30096
ISSN: 0167-7152
PURE UUID: 086f8ded-8156-405e-ad40-f1dcc2c11a6d
ORCID for Wei Liu: ORCID iD orcid.org/0000-0002-4719-0345

Catalogue record

Date deposited: 14 Mar 2007
Last modified: 23 Jul 2020 00:24

Export record

Altmetrics

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×