On SPRT and RSPRT for the unknown mean in a normal distribution with equal mean and variance

DOI10.1080/07474946.2012.652015MaRDI QIDQ5389560zbMATH OpenOpenAlexFDO

Authors Debanjan Bhattacharjee, Nitis Mukhopadhyay

Publication date 21 April 2012

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2012.652015

zbMATH Keywords

average number of stepsaverage sample numberchi-squareestimation after SPRTmaximum likelihoodmost powerful testsnoncentralityoperating characteristicrandom SPRTsequential probability ratio testterminationtruncationuniformly most powerful test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12)

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Cites work

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• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• Likelihood Ratio Identities and Their Applications to Sequential Analysis
• On MP test and the MVUEs in a N(, c) distribution with unknown: illustrations and applications
• On Some Properties of Sequential t‐Test
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Monotonicity of the OC of a Class of Sequential Probability Ratio Tests
• Optimum Character of the Sequential Probability Ratio Test
• Sequential analysis. Tests and confidence intervals
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
• Theory and applications of a new methodology for the random sequential probability ratio test

Cited in

(5)

• Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution
• Confidence interval estimation following SPRT in a normal distribution with equal mean and variance
• A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
• On MP test and the MVUEs in a N(, c) distribution with unknown: illustrations and applications
• Constrained Bayesian method for testing composite hypotheses concerning normal distribution with equal parameters

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