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由蒙特卡洛检验构造置信区间AI 解读

Monte Carlo tests have exact level when the distribution of the test statistic is free of nuisance parameters. Confidence sets obtained by inverting such tests are also exact but may have a complicated structure. The sets reduce to intervals if the sampling can be organized in a special way. A sufficient condition is that the test statistic is monotone in the parameter of interest when all random drawings are kept fixed. Examples given include models from the one-parameter…

从蒙特卡洛检验构造置信区间AI 解读

It is argued that confidence sets can be derived from Monte Carlo tests by exploiting the equivalence between confidence estimation and hypothesis testing.The approach benefits from the wide applicability of this class of tests and the high level accuracy that is passed on to the confidence sets.The main problem is whether the confidence sets are simple enough to be of practical interest.A conservative general approximation is given, but most of the paper deals with exact…

序贯临床试验结束后的治疗差异估计AI 解读

To reduce the number of patients needed to reach a conclusion in a clinical trial, a sequential trial design may be used. In theory the distribution of responses is biased when a sequential trial is stopped. The usual estimation methods of treatment difference applied in nonsequential situations are, therefore, not necessarily applicable following a sequential test. Whitehead (1983) proposed a method for estimating the treatment effect following some types of two-sample…

序贯临床试验结束后的治疗差异估计AI 解读

To reduce the number of patients needed to reach a conclusion in a clinical trial, a sequential trial design may be used. In theory the distribution of responses is biased when a sequential trial is stopped. The usual estimation methods of treatment difference applied in nonsequential situations are, therefore, not necessarily applicable following a sequential test. Whitehead (1983) proposed a method for estimating the treatment effect following some types of two-sample…