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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2013-05-01
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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 |
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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. |
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http://rivista-statistica.unibo.it/article/view/3515 |
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