Stopping Time of a c-Sample Rank-Order Sequential Probability Ratio Test.

Abstract

Savage and Sethuraman and Sethuraman have studied the stopping time of a two-sample rank-order sequential probability ratio rest (SPRT) based on Lehmann alternatives. In particular, they have shown that under a mild condition the rank-order SPRT terminates with probability one and that the moment-generating function of the required sample size is finite. The author has studied the asymptotic normality and efficiency of the above mentioned rank order SPRT. The main purpose of this paper is to derive a c-sample rank order SPRT based on Lehmann alternatives and study its finite termination and existence of the moment-generating function for the sample size.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1974
Accession Number
AD0786736

Entities

People

  • Z. Govindarajulu

Organizations

  • University of Kentucky

Tags

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computing-Related Activities
  • Data Science
  • Efficiency
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Normality
  • Probability

Fields of Study

  • Mathematics

Readers

  • Statistical inference.