Brown, Cohen and Strawderman propose curtailed procedures for the $t$-test and Hotelling's $T^2$. In this paper we present the exact forms of these procedures and examine the expected sample size savings under the null hypothesis. The sample size savings can be bounded by a constant which is independent of the sample size. Tables are given for the expected sample size savings and maximum sample size saving under the null hypothesis for a range of significance levels $(\alpha)$, dimensions $(p)$ and sample sizes $(n)$.
@article{1176345019,
author = {Herrmann, Nira and Szatrowski, Ted H.},
title = {Expected Sample Size Savings from Curtailed Procedures for the $t$-Test and Hotelling's $T^2$},
journal = {Ann. Statist.},
volume = {8},
number = {1},
year = {1980},
pages = { 682-686},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345019}
}
Herrmann, Nira; Szatrowski, Ted H. Expected Sample Size Savings from Curtailed Procedures for the $t$-Test and Hotelling's $T^2$. Ann. Statist., Tome 8 (1980) no. 1, pp. 682-686. http://gdmltest.u-ga.fr/item/1176345019/