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Activity Number: 37
Type: Contributed
Date/Time: Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
Sponsor: Quality and Productivity Section
Abstract #312151 View Presentation
Title: Do Preliminary Tests Validate the Main Tests?
Author(s): Xuwen Zhu*+ and Subhabrata Chakraborti and Yinaze Dovoedo
Companies: and University of Alabama and University of North Alabama
Keywords: pretest ; type I error rate ; conditional
Abstract:

In practice, it is common to precede the main test of interest with one or more preliminary tests (pretests). Depending on the results of the preliminary test, one decides what main test to perform. Thus the type I error rate of the main test is actually a "conditional type I error" and there arise questions about whether or not the main test maintains the specified nominal level. In this paper, we revisit the literature on the methodology that is used to estimate the conditional type I error rate. Results are then extended to estimating and deriving the conditional type I error rate in some other situations. The work uses extensive simulations and some exact derivations.


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