On the sample size of curtailed tests |
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| Authors: | Bennett Eisenberg |
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| Affiliation: | Department of Mathematics , Lehigh University , Bethlehem, Pennsylvania, 18015 |
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| Abstract: | Formulas are given for the asymptotic distribution, mean, and variance of m-1Nm,where NNm is the random sample size of the curtailed version of a fixed-sample most powerful test based on sample size m. The adequacy of the formulas is numerically investigated in some important applications where exact formulas can also be derived |
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| Keywords: | curtailed and UMP tests optimal stopping times sequential tests asymptotic theory |
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