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Eger, Karl-Heinz; Oehlke, Sabine : Berechnung der Charakteristiken für den verallgemeinerten Sobel-Wald-Test

Eger, Karl-Heinz; Oehlke, Sabine : Berechnung der Charakteristiken für den verallgemeinerten Sobel-Wald-Test

Author(s) :
Eger, Karl-Heinz; Oehlke, Sabine
Title (deutsch) :
Berechnung der Charakteristiken für den verallgemeinerten Sobel-Wald-Test
Title (english) :
The computation of the characteristics of a generalized Sobel-Wald-test
Preprint series
Technische Universität Chemnitz-Zwickau, Fakultät für Mathematik (Germany). Preprint 96-6, 1996
Mathematics Subject Classification :
62L10 [ Sequential statistical analysis ]
Abstract :
This paper deals with the discrimination between more than two hypotheses by means of the Sobel-Wald-test. Based on an exact procedure for the computation of the characteristics of the underlying sequential probability ratio tests we present for the discrete integer valued exponential family a hierarchy-stage-algorithm. This algorithm allows us to compute the average sample number function of the corresponding Sobel-Wald-procedure. Examples are presented for the Bernoulli and Poisson distribution.
Keywords :
Sequential statistics, sequential analysis, sequential tests, multi-decision problems, Sobel-Wald-test
Language :
deutsch
Publication time :
4/1996