Asymptotic Efficiencies of Truncated Sequential Tests.
Abstract
Truncation of a sequential test with constant boundaries is considered for the problem of testing a location hypothesis, f(x-theta 0) versus f(x-theta 1). A test design procedure is developed by using bounds for the error probabilities under the hypothesis and alternative. By viewing the truncated sequential test as a mixture of a sequential probability ratio test and a fixed sample size test, its boundaries and truncation point can be obtained once the degree of mixture is specified. Asympotically correct approximations for the operating characteristic function and the average sample number function of the resulting test are derived. Numerical results show that an appropriately designed truncated sequential test performs favorably as compared to both the fixed sample size test and the sequential probability ratio test with the same error probabilities.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1982
- Accession Number
- ADA124549
Entities
People
- Sawasd Tantaratana
- Vincent Poor
Organizations
- University of Illinois Urbana–Champaign