A Sequential Three Hypothesis Test for Determining the Mean of a Normal Population with Known Variance
Simons, Gordon
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1365-1375 / Harvested from Project Euclid
This paper examines a sequential testing procedure for choosing one of three simple hypotheses concerning the unknown mean $\mu$ of the normal distribution when the variance is known. The test is conducted by plotting $S_n$, the sum of the observations, versus $n$, the current sample size, until the point $(n, S_n)$ is contained within one of three triangular regions. When this occurs, sampling is terminated and the region containing $(n, S_n)$ determines which state of nature is accepted. Although we shall formally view the problem as one with only three states of nature $(\mu = \mu_1, \mu_2$ or $\mu_3)$, we shall proceed with the usual understanding that the performance of the test procedure should be evaluated for a wider class of states $(- \infty < \mu < \infty)$. The test is approximated by a corresponding exact test for the Wiener process. Formulas are derived which approximate the operating characteristics (OC) and the average sample size (ASN) for all values of $\mu$. The ASN function is compared with theoretical lower bounds. The testing procedure is compared with a modification of a three hypothesis testing procedure proposed by Sobel and Wald [5].
Publié le : 1967-10-14
Classification: 
@article{1177698692,
     author = {Simons, Gordon},
     title = {A Sequential Three Hypothesis Test for Determining the Mean of a Normal Population with Known Variance},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1365-1375},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698692}
}
Simons, Gordon. A Sequential Three Hypothesis Test for Determining the Mean of a Normal Population with Known Variance. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1365-1375. http://gdmltest.u-ga.fr/item/1177698692/