ASYMPTOTIC EXPANSIONS APPLIED TO F-TEST CRITERIA |
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Authors: | Z GOVINDARAJULU HC HOWARD |
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Institution: | University of Kentucky |
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Abstract: | Using asymptotic expansions of the Kummer hypergeometric function, the sequential. F-test criterion is evaluated asymptotically in terms of the sample size. The continuation region inequalities for the test are inverted and expressed in terms of known test criteria. A rapidly converging algorithm for carrying out the sequential procedure is provided. This makes the F-test easier for the practitioner to use. Almost sure finite termination of the sequential. F-test is asserted by appealing to the continuation inequalities and a heuristic asymptotic expansion of the test criterion. Average stopping times of the sequential procedure for a variety of population means and population number configurations are tabulated. The computer symbolic manipulation program MAPLE was used to derive some formulae. |
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Keywords: | General linear hypothesis sequential F-test Kummer hypergeometric function Laplace expansion for integrals |
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