On the SPRT for the mean of an exponential distribution (Q1089709): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-7152(87)90088-5 / rank | |||
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| Property / cites work: On the Computation of the Sampling Characteristics of a General Class of Sequential Decision Problems / rank | |||
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| Property / cites work: Accurate Sequential Tests on the Mean of an Exponential Distribution / rank | |||
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| Property / cites work: Q5629088 / rank | |||
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| Property / cites work: Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed / rank | |||
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Latest revision as of 19:00, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the SPRT for the mean of an exponential distribution |
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On the SPRT for the mean of an exponential distribution (English)
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1987
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As a rule the error probabilities \(\alpha\),\(\beta\) of Wald's sequential probability ratio test and its average sample number (ASN) can only be given approximately. In the present paper the author derives exact formulae for \(\alpha\),\(\beta\) and ASN in the case of the common exponential distribution by solving integral equations for OC- and ASN- functions explicitly. The advantage of the author's results compared to known ones is shown.
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error probabilities
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Wald's sequential probability ratio test
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average sample number
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exact formulae
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ASN
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exponential distribution
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integral equations
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