Operating Characteristic and Expected Sample Size of a Sequential Probability Ratio Test for the Simple Exponential Distribution
1965 ◽
Vol 14
(1-2)
◽
pp. 65-73
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Keyword(s):
Summary For the problem of testing the simple hypothesis H : θ = θ1 against the simple alternative K : θ = θ2 with θ2 > θ1 , where θ is the unknown parameter of the simple exponential distribution, the familar Wald's Sequential Probability ratio test may be adopted. It is shown in the present paper that for a class of sequential probability ratio tests, exact expressions for the operating characteristic and the expected sample size can be given. The nature of the expected sample size function and the effect of Walo's approximations to the stopping bounds of the sequential probability ratio test are also studied.
1960 ◽
Vol 22
(2)
◽
pp. 360-367
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1971 ◽
Vol 66
(333)
◽
pp. 178-183
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2000 ◽
Vol 46
(4)
◽
pp. 1366-1383
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2016 ◽
Vol 64
(12)
◽
pp. 3167-3179
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1986 ◽
Vol 35
(3-4)
◽
pp. 203-206
1960 ◽
Vol 31
(1)
◽
pp. 165-197
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Keyword(s):