February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Frequentist Methods 1: 45
Example
Conf int: Sampling density tail beyond observed value
Fixed sample: 95% CI for Obs 0.4, variance 26.02, N 100
·Mean 0.00: Prob that sample mean > 0.4 is 0.217
·Mean 1.43: Prob that sample mean > 0.4 is 0.978
·95% CI should include 0, but not 1.43
O’Brien-Fleming stopping rule: 95% CI for Obs 0.4, variance 26.02, max N 100
·Mean 0.00: Prob that sample mean > 0.4 is 0.230
·Mean 1.43: Prob that sample mean > 0.4 is 0.958
·95% CI should include 0 and 1.43