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Impact Of Controling The Sum Of Error Probability In The Sequential Probability Ratio Test

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  • Bijoy Kumarr

Abstract

A generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error probabilities is a pre-assigned constant to find the optimal sample size and finally a comparison is done with the optimal sample size found from fixed sample size procedure. The results are applied to the cases when the random variate follows a normal law as well as Bernoullian law.

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  • Bijoy Kumarr, 2007. "Impact Of Controling The Sum Of Error Probability In The Sequential Probability Ratio Test," Statistica, Department of Statistics, University of Bologna, vol. 67(4), pages 351-366.
    • Handle: RePEc:bot:rivsta:v:67:y:2007:i:4:p:351-366
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