Statistics in medicine
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Statistics in medicine · Apr 1993
P-values after repeated significance testing: a simple approximation method.
The P-value after a repeated significance test is a useful measure of the strength of evidence against the null hypothesis. Its computation, however, requires a computer-intensive numerical integration method. The P-value is not conceptually straightforward, because it depends on how the sample space is ordered, which can be arbitrary. ⋯ In this paper we present a simple method of approximating P-values. We provide tables to implement the method for two to ten stages with alpha = 0.1, 0.05 and 0.01 for the Pocock and O'Brien-Fleming procedures. The proposed method can be applied to both orderings.