Karl-Heinz Eger, Nadja Rückert: Sequential tests for Weibull distributed observations

Author(s):

Karl-Heinz Eger
Nadja Rückert

Title:

Sequential tests for Weibull distributed observations

Electronic source:

application/pdf

Preprint series:

Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 3, 2008

Mathematics Subject Classification:

62F03			[ ]
62L10			[ ]

Abstract:

This paper deals with two kinds of sequential tests for grouped observations based on Weibull distributed random variables. Based on the Weibull distribution we construct two sequential ratio test for testing the form parameter ? and determine the appropriate OC- and ASN-functions. The problem of discrimination between more than two hypotheses is here solved by means of a Sobel-Wald test where we consider three hypotheses. The computation of corresponding characteristics of this test is presented.

Keywords:

Hypotheses testing; grouped observations; sequential analysis; Sobel-Wald test; OC-function; ASN-function; Weibull distribution

Language:

English

Publication time:

3 / 2008