Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations
Cheng, H. H. Peter
Ann. Statist., Tome 8 (1980) no. 1, p. 845-850 / Harvested from Project Euclid
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Let $X_1, \cdots$ be i.i.d. $\sim N(\mu_1,1)$ and $Y_1, \cdots$ be i.i.d. $\sim N(\mu_2,1)$. A symmetric sequential procedure for $H_0 : \mu_1 > \mu_2$ vs. $H_1 : \mu_1 < \mu_2$ is proposed in this paper. The expected number of observations taken from the inferior population is given in an asymptotic form, which is optimum in Farrell's sense.
Publié le : 1980-07-14
Classification:  Sequential tests,  expected inferior sample size,  62L10,  60G40 
@article{1176345077,
     author = {Cheng, H. H. Peter},
     title = {Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 845-850},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345077}
}

Cheng, H. H. Peter. Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations. Ann. Statist., Tome 8 (1980) no. 1, pp.  845-850. http://gdmltest.u-ga.fr/item/1176345077/