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Eger, Karl-Heinz; Oehlke, Sabine : Konstruktion eines modifizierten Sobel-Wald-Tests

Eger, Karl-Heinz; Oehlke, Sabine : Konstruktion eines modifizierten Sobel-Wald-Tests

Author(s) :
Eger, Karl-Heinz; Oehlke, Sabine
Title (deutsch) :
Konstruktion eines modifizierten Sobel-Wald-Tests
Title (english) :
A modified Sobel-Wald-test
Preprint series
Technische Universität Chemnitz-Zwickau, Fakultät für Mathematik (Germany). Preprint 97-2, 1997
Mathematics Subject Classification :
62L10 [ Sequential statistical analysis ]
Abstract :
The classic version of the Sobel-Wald-test supposes certain compatibility conditions with respect to the stopping bounds of the underlying sequential probability ratio tests. These conditions restrict the free choice of the hypotheses. We consider a modified Sobel-Wald-procedure where we renounce of these conditions and discuss the corresponding effects with respect to the error probabilities and the average sample number function.
Keywords :
Sequential statistics, sequential analysis, sequential tests, Sobel-Wald-test
Language :
deutsch
Publication time :
1/1997