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
