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The sequential probability ratio test under random censorship

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Abstract

We investigate properties of the sequential probability ratio test when the data are at risk of being censored. It turns out that the stopping boundaries are the same as for completely observable data, but that the average sample size increases as censoring becomes more substantial.

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References

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  1. Mathematisches Institut, Justus-Liebig-Universität Gießen, Arndtstraße 2, 35392, Gießen, Germany

    W. Stute

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  1. W. Stute
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Stute, W. The sequential probability ratio test under random censorship. Metrika 44, 1–8 (1996). https://doi.org/10.1007/BF02614050

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  • DOI: https://doi.org/10.1007/BF02614050

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