February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
P value: Null sampling density tail beyond observed value
Fixed sample: Obs 0.4, Mean 0, variance 26.02, N 100
·Prob that sample mean is greater than 0.4 is 0.217
·Prob that sample mean is less than 0.4 is 0.783
·Two-sided
P value is 0.434
O’Brien-Fleming stopping rule: Obs 0.4, Mean 0,
variance 26.02, max N 100
·Prob that sample mean is greater than 0.4 is 0.230
·Prob that sample mean is less than 0.4 is 0.770
·Two-sided
P value is 0.460