The SEQTEST Procedure

Analysis after a Sequential Test

At the end of a trial, the hypothesis is either rejected or accepted. But the p-value, median, and confidence limits depend on the ordering the sample space , where k is the stage number and z is the standardized Z statistic.

Following the notations used in Jennison and Turnbull (2000, pp. 179–180), if has a higher order or more extreme than . Then for a given ordering, the p-value, median, and confidence limits associated with the observed statistics can be derived.

p-value

With the observed pair of statistics when the trial is stopped, a one-sided upper p-value is computed as

A one-sided lower p-value is computed as

A two-sided p-value is twice the smaller of the lower and upper p-values.

Median Unbiased Estimate

With the observed pair , a median unbiased estimate is computed from

Confidence Limits

With the observed pair , a lower confidence limit for , , is computed from

Similarly, an upper confidence limit for , , is computed from