A modification of the partial sequential probability ratio test |
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Authors: | H K Baruah G P Bhattacharjee |
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Institution: | Department of Mathematics , Indian Institute of Technology , Kharagpur, INDIA |
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Abstract: | For the problem of discriminating between two simple hypoth¬eses concerning a Koopman - Darmois parameter, a modification of the partial sequential probability ratio test is proposed where instead of drawing only one fixed sample, two fixed samples are drawn and then Wald's SPRT is started. The OC and the ASN func¬tions are derived. Numerical comparisons are made with Wald's and Read's procedures for testing the normal mean with known variance. For some parameter values, the test procedure has a lower ASN than that of Read's procedure. |
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Keywords: | Koopman-Darmois parameter OC and ASN functions |
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