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

Electronic source:

application/pdf

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