One optional observation inflates \(\alpha\) by \({100/\sqrt{n}}\) per cent

DOI10.1007/s00184-009-0264-1zbMath1206.62024arXiv0710.5154MaRDI QIDQ622556

Lutz Mattner

Publication date: 3 February 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.5154

zbMATH Keywords

multiple testing; sequential test; optional stopping; abuse of statistical tests; level inflation; statistics with stochastic expansion; teaching of statistics

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62L99: Sequential statistical methods

62F05: Asymptotic properties of parametric tests

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Approximations for multivariate U-statistics
• Mean absolute deviations of sample means and minimally concentrated binomials
• Closed form summation for classical distributions: variations on a theme of de Moivre
• The Edgeworth expansion for U-statistics of degree two
• Toeplitz matrices, translation kernels and a related problem in probability theory
• A Combinatorial Lemma and Its Application to Probability Theory
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Testing Statistical Hypotheses
• On Convergence in $r$-Mean of Normalized Partial Sums
• Some aspects of the sequential design of experiments