Sequential testing for exponential and pareto distributions

DOI10.1080/07474948608836101MaRDI QIDQ3745097zbMATH OpenOpenAlexFDO

Authors Walter Van Assche, J. L. Teugels

Publication date 1986

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948608836101

zbMATH Keywords

decision boundariesexact calculationexponentialmean sample sizePareto distributionsequential probability ratio testssimple hypotheses

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Recommendations

• Sequential testing of the size of an exponential sample
• scientific article; zbMATH DE number 4124832
• Exact computation for some sequential tests
• A heuristic approach for near optimal truncated sequential test of exponential distribution
• Exact boundaries in sequential testing for phase-type distributions

Cites work

• A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
• Accurate Sequential Tests on the Mean of an Exponential Distribution
• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3474264 (Why is no real title available?)
• scientific article; zbMATH DE number 3354465 (Why is no real title available?)
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• On the Computation of the Sampling Characteristics of a General Class of Sequential Decision Problems
• The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines

Cited in

(14)

• Sequential testing procedures for a class of distributions representing various life-testing models
• Sequential test for a mixture of finite exponential distribution
• Sequential decision model for exponential pattern recognition
• Sequential testing of the size of an exponential sample
• On the point of truncation of bayes sequential tests for a discrete univariate distribution of the exponential type
• A sequential test for the failure rate of an exponential distribution with censored data
• scientific article; zbMATH DE number 4124832 (Why is no real title available?)
• Exact computation for some sequential tests
• A heuristic approach for near optimal truncated sequential test of exponential distribution
• Sequential testing with interval censored data^∗
• Exact boundaries in sequential testing for phase-type distributions
• A series expansion formula of the scale matrix with applications in CUSUM analysis
• Sequential Lq-likelihood-ratio-type test
• Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution

This page was built for publication: Sequential testing for exponential and pareto distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3745097)