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