On the SPRT for the mean of an exponential distribution (Q1089709): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:09, 31 January 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
