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1980•Communication in Statistics- Theory and MethodsRequires access

A modification of the partial sequential probability ratio test

Hemanta K. Baruah, G. P. Bhattacharjee

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Abstract

For the problem of discriminating between two simple hypoth¬eses concerning a Koopman - Darmois parameter, a modification of the partial sequential probability ratio test is proposed where instead of drawing only one fixed sample, two fixed samples are drawn and then Wald's SPRT is started. The OC and the ASN func¬tions are derived. Numerical comparisons are made with Wald's and Read's procedures for testing the normal mean with known variance. For some parameter values, the test procedure has a lower ASN than that of Read's procedure.

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What this paper is about

For the problem of discriminating between two simple hypoth¬eses concerning a Koopman - Darmois parameter, a modification of the partial sequential probability ratio test is proposed where instead of drawing only one fixed sample, two fixed samples are drawn and then Wald's SPRT is started. The OC and the ASN func¬tions are derived. Numerical comparisons are made with Wald's and Read's procedures for testing the normal mean with known variance. For some parameter values, the test procedure has a lower ASN than that of Read's procedure.

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Available abstract

For the problem of discriminating between two simple hypoth¬eses concerning a Koopman - Darmois parameter, a modification of the partial sequential probability ratio test is proposed where instead of drawing only one fixed sample, two fixed samples are drawn and then Wald's SPRT is started. The OC and the ASN func¬tions are derived. Numerical comparisons are made with Wald's and Read's procedures for testing the normal mean with known variance. For some parameter values, the test procedure has a lower ASN than that of Read's procedure.

Key concepts: Sequential probability ratio test, Wald test, Mathematics, Statistics, Score test, Simple (philosophy), Variance (accounting), Applied mathematics

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