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Eger, Karl-Heinz; Jungmann, Sabine : Berechnung der Charakteristiken für den Sobel-Wald-Test zur Exponentialverteilung

Eger, Karl-Heinz; Jungmann, Sabine : Berechnung der Charakteristiken für den Sobel-Wald-Test zur Exponentialverteilung

Author(s) :
Eger, Karl-Heinz; Jungmann, Sabine
Title (deutsch) :
Berechnung der Charakteristiken für den Sobel-Wald-Test zur Exponentialverteilung
Title (english) :
The computation of the chracteristics of the Sobel-Wald-test for the exponential distribution
Preprint series
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 98-27, 1998
Mathematics Subject Classification :
62L10 [ Sequential statistical analysis ]
Abstract :
In this paper we consider the discrimination between more than two hypotheses for the parameter of an exponential distribution based on a Sobel-Wald-test and the computation of the characteristics of such procedures. By means of a hierarchy-stage-algorithm an exact method for the computation of the average sample number is presented.
Keywords :
sequential statistics, sequential analysis, sequential tests, multiple decision problems, Sobel-Wald-test, discrimination between more than two hypotheses
Language :
deutsch
Publication time :
10/1998