On the SPRT for the mean of an exponential distribution

DOI10.1016/0167-7152(87)90088-5MaRDI QIDQ1089709zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 1987

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(87)90088-5

zbMATH Keywords

exponential distributionintegral equationserror probabilitiesaverage sample numberexact formulaeASNWald's sequential probability ratio test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Cites work

• scientific article; zbMATH DE number 3354465 (Why is no real title available?)
• Accurate Sequential Tests on the Mean of an Exponential Distribution
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• On the Computation of the Sampling Characteristics of a General Class of Sequential Decision Problems

Cited in

(13)

• scientific article; zbMATH DE number 480588 (Why is no real title available?)
• On the Operating Characteristic Function for the Exponential Family
• Exact formulas for the oc and asn functions of the sprt for erlang distributions
• Exact boundaries in sequential testing for phase-type distributions
• Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution
• scientific article; zbMATH DE number 3956271 (Why is no real title available?)
• scientific article; zbMATH DE number 4032851 (Why is no real title available?)
• General derivation of exact OC and ASN of SPRT when log of likelihood ratio takes only two integral multiples of a constant
• An estimation method for the excess over the bocndaries in the sprt and its applications
• Sequential testing of the size of an exponential sample
• Unified Solutions of Integral Equations of SPRT for Exponential Random Variables
• On the exact distribution of Wald's SPRT for the negative exponential model
• scientific article; zbMATH DE number 4052842 (Why is no real title available?)

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