SEQUENTIAL TESTING WHEN ONLY THE ALTERNATIVE HYPOTHESIS IS COMPOSITE.
Abstract
This thesis is a discussion of sequential analysis when the alternative hypothesis is composite. Sequential testing with composite alternatives is introduced through decision theory and sequential tests of simple hypotheses. The weighted average and maximum methods are presented as solutions to the problem of testing with composite alternatives. The existence of optimum weight functions in some special but important cases is shown. A procedure is demonstrated for constructing a sequential test when one critical point in the statement of the alternative hypothesis is given. The procedure is illustrated by two examples involving one- and two-parameter distributions. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1965
- Accession Number
- AD0622029
Entities
People
- Eugene Simatis
Organizations
- Air Force Institute of Technology