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Analysis after a Sequential Test
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At the end of a trial, the hypothesis is either rejected or accepted. But the
-value, median, and confidence limits depend on the ordering the sample space
, where
is the stage number and
is the standardized
statistic.
Following the notations used in Jennison and Turnbull (2000, pp. 179–180),
if
has a higher order or more extreme than
. Then for a given ordering, the
-value, median, and confidence limits associated with the observed statistics
can be derived.
Median Unbiased Estimate
With the observed pair
, a median unbiased estimate
is computed from
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