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
