Sequential χ 2 and F tests and the related confidence intervals

Abstract

SUMMARY Sequential χ 2 and F tests are proposed for comparing more than two treatments. Extending earlier results of the author, one obtains approximations to the significance level and power of the tests, and approximate confidence intervals for the noncentrality parameter θ. For each fixed θ a confidence region is given for the angle ω which the treatment effect vector in canonical coordinates makes with a fixed direction, and hence an overall confidence region is obtained for the pair (θ,ω).