Robustness of some sequential procedures

Abstract

The robustness of four sequential procedures was investigated against departures from normality and independent observations. These procedures include three sequential t tests: open plan, restricted plan, wedge plan, and a nonparametric signed-rank test. The sequential t tests are discovered to be quite robust against a short-tailed uniform distribution, but they become conservative when the underlying distribution is long-tailed. If the observations are serially correlated, all four tests considered here are “optimistic”.

Keywords:

• sequential t test
• signed-rank test
• departures from normality
• independence
• Monte Carlo methods