Two models for modified, one-sample, sequential probability ratio tests based on Lehmann alternatives are considered, one developed by Weed and Bradley and one by Govindarajulu. It is shown how they are related. Sure termination of the SPRT's is established under very general conditions.
Publié le : 1974-11-14
Classification:
Nonparametric statistics,
signed ranks,
sequential probability ratio tests,
Lehmann alternatives,
stopping times,
62L10,
62G10
@article{1176342884,
author = {Weed, Harrison D. and Bradley, Ralph A. and Govindarajulu, Z.},
title = {Stopping Times of Some One-Sample Sequential Rank Tests},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 1314-1322},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342884}
}
Weed, Harrison D.; Bradley, Ralph A.; Govindarajulu, Z. Stopping Times of Some One-Sample Sequential Rank Tests. Ann. Statist., Tome 2 (1974) no. 1, pp. 1314-1322. http://gdmltest.u-ga.fr/item/1176342884/