Impact of controlling the sum of error probability in the sequential probability ratio test

A generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error pr...

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Main Author: Bijoy Kumarr Pradhan
Format: Article
Language:English
Published: University of Bologna 2013-05-01
Series:Statistica
Online Access:http://rivista-statistica.unibo.it/article/view/3515
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spelling doaj-0b97fe59496d4db291262b3f4f5734142020-11-25T00:17:08ZengUniversity of BolognaStatistica0390-590X1973-22012013-05-0167435136610.6092/issn.1973-2201/35153262Impact of controlling the sum of error probability in the sequential probability ratio testBijoy Kumarr Pradhan0Department of Statistics Utkal University, BhubaneswarA generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error probabilities is a pre-assigned constant to find the optimal sample size and finally a comparison is done with the optimal sample size found from fixed sample size procedure. The results are applied to the cases when the random variate follows a normal law as well as Bernoullian law.http://rivista-statistica.unibo.it/article/view/3515
collection DOAJ
language English
format Article
sources DOAJ
author Bijoy Kumarr Pradhan
spellingShingle Bijoy Kumarr Pradhan
Impact of controlling the sum of error probability in the sequential probability ratio test
Statistica
author_facet Bijoy Kumarr Pradhan
author_sort Bijoy Kumarr Pradhan
title Impact of controlling the sum of error probability in the sequential probability ratio test
title_short Impact of controlling the sum of error probability in the sequential probability ratio test
title_full Impact of controlling the sum of error probability in the sequential probability ratio test
title_fullStr Impact of controlling the sum of error probability in the sequential probability ratio test
title_full_unstemmed Impact of controlling the sum of error probability in the sequential probability ratio test
title_sort impact of controlling the sum of error probability in the sequential probability ratio test
publisher University of Bologna
series Statistica
issn 0390-590X
1973-2201
publishDate 2013-05-01
description A generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error probabilities is a pre-assigned constant to find the optimal sample size and finally a comparison is done with the optimal sample size found from fixed sample size procedure. The results are applied to the cases when the random variate follows a normal law as well as Bernoullian law.
url http://rivista-statistica.unibo.it/article/view/3515
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