On the SPRT for the mean of an exponential distribution (Q1089709)
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scientific article; zbMATH DE number 4005387
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| English | On the SPRT for the mean of an exponential distribution |
scientific article; zbMATH DE number 4005387 |
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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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0.8626417
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0.85703915
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0.85414004
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0.84995234
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0.84987336
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