2018/05/10 by Ben Berckmoes, Anna Ivanova, Berckmoes, Ben +3
Decision Sciences · Mathematics · #62L12 #Advanced Statistical Process Monitoring #Applied mathematics #Asymptotic distribution #Confidence interval #Estimation #Estimator #FOS: Mathematics #Group (periodic table) #Mathematics #Normality #Physics #Sample (material) #Sample size determination #Statistical Methods and Bayesian Inference #Statistical Methods in Clinical Trials #Statistics #Statistics Theory (math.ST) #math.ST #msc:62L12 #stat.TH
paper · pdf · doi:10.48550/arxiv.1805.03825
published in arXiv (Cornell University) (Cornell University) · 17 pages (and appendix with data)
openalex publication_date 2018/05/10 · arxiv created 2018/05/25 · arxiv updated 2018/05/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06
We prove that in many realistic cases, the ordinary sample mean after a group sequential trial is asymptotically normal if the maximal number of observations increases. We derive that it is often safe to use naive confidence intervals for the mean of the collected observations, based on the ordinary sample mean. Our theoretical findings are confirmed by a simulation study.