On the SPRT for the mean of an exponential distribution (Q1089709): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-7152(87)90088-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2001010217 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the Computation of the Sampling Characteristics of a General Class of Sequential Decision Problems / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Accurate Sequential Tests on the Mean of an Exponential Distribution / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5629088 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed / rank | |||
Normal rank | |||
Latest revision as of 20:00, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the SPRT for the mean of an exponential distribution |
scientific article |
Statements
On the SPRT for the mean of an exponential distribution (English)
0 references
1987
0 references
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.
0 references
error probabilities
0 references
Wald's sequential probability ratio test
0 references
average sample number
0 references
exact formulae
0 references
ASN
0 references
exponential distribution
0 references
integral equations
0 references
0 references
