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Fakultät für Mathematik
Jungmann, Sabine; Eger, Karl-Heinz : Berechnung der Charakteristiken für den Sobel-Wald-Test zur Erlangverteilung

Jungmann, Sabine; Eger, Karl-Heinz : Berechnung der Charakteristiken für den Sobel-Wald-Test zur Erlangverteilung


Author(s) :
Jungmann, Sabine; Eger, Karl-Heinz
Title (deutsch) :
Berechnung der Charakteristiken für den Sobel-Wald-Test zur Erlangverteilung
Title (english) :
The computation of the characteristics of the Sobel-Wald-test for the Erlang distribution
Preprint series
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 98-33, 1998
Mathematics Subject Classification :
62L10 [ Sequential statistical analysis ]
Abstract :
This paper deals with the discrimination between more than two hypotheses for the scale parameter of an Erlang distribution by means of a Sobel-Wald-test. Based on a hierarchy-stage-algorithm an exact method is presented for the computation of the operating characteristic functions as well as the average sample number function.
Keywords :
sequential statistics, sequential analysis, sequential tests, multi-decision problems, discrimination between more than two hypotheses, Sobel-Wald-test, Erlang distribution
Language :
deutsch
Publication time :
11/1998

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