Numerical method computes exact confidence intervals for mean after group sequential tests, indicating improved accuracy.
A numerical method is used to compute confidence intervals, which have exact coverage probabilities, for the mean of a normal distribution following a group sequential test. This method, which uses an ordering of the sample space similar to that employed by Siegmund (1978, Biometrika 65, 341-349), is contrasted with the usual confidence interval for the mean.
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Tsiatis et al. (1984) studied this question.
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