Transformation of the Fundamental Relationships in Sequential Analysis
Blasbalg, H.
Ann. Math. Statist., Tome 28 (1957) no. 4, p. 1024-1028 / Harvested from Project Euclid
For the class of distribution functions given by $$dP(x, \theta) = \exp \lbrack r(\theta)A(x) + s(\theta)B(x)\rbrack dw(x),$$ it is shown that a set of three transformations can be introduced which completely define the Sequential Probability Ratio Test for testing a hypothesis $H_0$ against $H_1$. When the observer specifies the threshold parameters $\theta_0$ and $\theta_1$ corresponding to the hypotheses $H_0$ and $H_1$ and the strength $\alpha, \beta$ of the test, he specifies the three transformations and hence the Sequential Test. However, there is an infinity of sets of parameter points $(\theta_0, \theta_1, \alpha, \beta)$ which satisfy the same transformations and hence define the same Sequential Test. The Operating Characteristic Function and the Average Sample Number Function are derived in terms of these transformations.
Publié le : 1957-12-14
Classification: 
@article{1177706805,
     author = {Blasbalg, H.},
     title = {Transformation of the Fundamental Relationships in Sequential Analysis},
     journal = {Ann. Math. Statist.},
     volume = {28},
     number = {4},
     year = {1957},
     pages = { 1024-1028},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706805}
}
Blasbalg, H. Transformation of the Fundamental Relationships in Sequential Analysis. Ann. Math. Statist., Tome 28 (1957) no. 4, pp.  1024-1028. http://gdmltest.u-ga.fr/item/1177706805/