A Large Sample Sequential Test, Using Concomitant Information, for Discrimination between Two Composite Hypotheses
利用伴随信息区分两个复合假设的大样本序贯检验
The problem studied is that of utilizing measured concomitant information in sequential trials for the comparison of two treatments. The analysis is based on the treatment 1 minus treatment 2 response difference y = y 1 — y 2 and the corresponding concomitant observation difference x = x 1 — x 2, where x and y are assumed to be distributed bivariate normally. A simple asymptotically valid test procedure and its performance in Monte Carlo experiments are described. It is…