February, 2003
© 2000, 2001, 2003 Scott S. Emerson, M.D., Ph.D.
P value: Null sampling density tail beyond observed value
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
Pocock stopping rule: Obs 0.4, Mean 0, variance
26.02, max N 100
·Prob that sample mean is greater than 0.4 is 0.250
·Prob that sample mean is less than 0.4 is 0.750
·Two-sided
P value is 0.500