Eger, Karl-Heinz; Oehlke, Sabine : Berechnung der Charakteristiken für den verallgemeinerten Sobel-Wald-Test

Author(s) :

Eger, Karl-Heinz; Oehlke, Sabine

Title (deutsch) :

Berechnung der Charakteristiken für den verallgemeinerten Sobel-Wald-Test

Title (english) :

The computation of the characteristics of a generalized Sobel-Wald-test

Preprint series

Technische Universität Chemnitz-Zwickau, Fakultät für Mathematik (Germany). Preprint 96-6, 1996

Mathematics Subject Classification :

62L10 [ Sequential statistical analysis ]

Abstract :

This paper deals with the discrimination between more than two hypotheses by means of the Sobel-Wald-test. Based on an exact procedure for the computation of the characteristics of the underlying sequential probability ratio tests we present for the discrete integer valued exponential family a hierarchy-stage-algorithm. This algorithm allows us to compute the average sample number function of the corresponding Sobel-Wald-procedure. Examples are presented for the Bernoulli and Poisson distribution.

Keywords :

Sequential statistics, sequential analysis, sequential tests, multi-decision problems, Sobel-Wald-test

Language :

deutsch

Publication time :

4/1996