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
