Stopping times of one-sample rank order sequential probability ratio tests |
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Authors: | Z. Govindarajulu |
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Affiliation: | Department of Statistics, University of Kentucky, Lexington, KY 40506, USA |
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Abstract: | Weed, Bradley and Grovindarajulu (1974) propose one-sample probability ratio tests based on Lehmann alternatives. They also study the finite sure termination of the stopping times. Motivated by Stein's proof of (1946) of the termination of a sequential probability ratio test (SPRT) in the case of independent and identically distributed (i.i.d.) random variables and the work of Sethuraman (1970) for the two- sample rank order SPRT, we obtain a very mild condition (namely, that a certain random variable U(Z) is not identically zero) for the finite sure termination of the existence of the moment generating function (m.g.f.) for the stopping time of one- sample rank order SPRT's. |
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Keywords: | 60G40 62G10 62L10 Non-parametric Finite termination Test for symmetry |
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