On error probabilities calculation for the truncated sequential probability ratio test

MaRDI QIDQ4625046zbMATH OpenFDO

Authors A. Yu. Kharin, Ton That Tu

Publication date 20 February 2019

zbMATH Keywords

error probabilitiessequential probability ratio testtime series with trendtruncated test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• On minimax robustness of Bayesian statistical prediction
• Performance and robustness evaluation in sequential hypotheses testing
• Robust Bayesian prediction under distortions of prior and conditional distributions

Cited in

(11)

• Sequential test for truncated distribution under measurement error
• Truncated Sequential Procedures
• Computing Probabilities of Type I Error and Type II Error of Sequential Bayesian Procedures for Testing One-Sided Hypotheses
• Truncated sequential sign tests for location shift
• On converging boundaries for the SPRT
• scientific article; zbMATH DE number 1222630 (Why is no real title available?)
• Approximations for non-symmetric truncated sequential and repeated significance tests
• Efficient recursions for truncation of the sprt
• scientific article; zbMATH DE number 1895086 (Why is no real title available?)
• Statistical sequential hypotheses testing on para meters of probability distributions of random binary data
• A class of truncated sequential nonparametric tests with constant boundaries: Design and Performance

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