Power-One Tests Based on Sample Sums
Lai, Tze Leung
Ann. Statist., Tome 5 (1977) no. 1, p. 866-880 / Harvested from Project Euclid
This paper studies the properties of open-ended power-one tests of $H_0: \theta \leqq \theta_0$ versus $H_1: \theta > \theta_0$ or of $H: \theta = \theta_0$ versus $K: \theta \neq \theta_0$ based on sample sums stopped at moving boundaries. The behavior of the expected sample size is analyzed and certain asymptotic results as $\theta \rightarrow \theta_0$ are obtained in the case of a location parameter and also in the case of an exponential family of distributions.
Publié le : 1977-09-14
Classification:  Power-one tests,  expected sample size,  location parameter,  exponential family,  first passage problems,  62F05,  62L10,  60F99
@article{1176343943,
     author = {Lai, Tze Leung},
     title = {Power-One Tests Based on Sample Sums},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 866-880},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343943}
}
Lai, Tze Leung. Power-One Tests Based on Sample Sums. Ann. Statist., Tome 5 (1977) no. 1, pp.  866-880. http://gdmltest.u-ga.fr/item/1176343943/