February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
Type I error: Null sampling density tails beyond crit value
O’Brien-Fleming stopping rule: Mean 0, variance 26.02, max
N 100
·Prob
that sample mean is greater than 1 is 0.0268
·Prob that sample mean is less than -1 is 0.0268
·Two-sided
type I error (size) is 0.0537
Pocock stopping rule: Mean 0, variance 26.02, max N 100
·Prob
that sample mean is greater than 1 is 0.0305
·Prob that sample mean is less than -1 is 0.0305
·Two-sided
type I error (size) is 0.0610