The Annals of Mathematical Statistics

Accurate Sequential Tests on the Mean of an Exponential Distribution

G. E. Albert

Full-text: Open access

Abstract

In this paper, methods introduced earlier by the author [1] are used to obtain simple, accurate formulas for the decision boundaries for sequential probability ratio tests for simple hypotheses and alternatives on the mean $\theta$ of the exponential distribution $\theta^{-1} \exp(-u/\theta)$. Examples are provided to indicate the accuracy and the degree of complexity of the results. It is hoped that the results given here will find applications in life testing and statistical studies of radioactive decay.

Article information

Source
Ann. Math. Statist., Volume 27, Number 2 (1956), 460-470.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177728269

Digital Object Identifier
doi:10.1214/aoms/1177728269

Mathematical Reviews number (MathSciNet)
MR81610

Zentralblatt MATH identifier
0070.37401

JSTOR
links.jstor.org

Citation

Albert, G. E. Accurate Sequential Tests on the Mean of an Exponential Distribution. Ann. Math. Statist. 27 (1956), no. 2, 460--470. doi:10.1214/aoms/1177728269. https://projecteuclid.org/euclid.aoms/1177728269


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