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September, 1977 Power-One Tests Based on Sample Sums
Tze Leung Lai
Ann. Statist. 5(5): 866-880 (September, 1977). DOI: 10.1214/aos/1176343943

Abstract

This paper studies the properties of open-ended power-one tests of $H_0: \theta \leqq \theta_0$ versus $H_1: \theta > \theta_0$ or of $H: \theta = \theta_0$ versus $K: \theta \neq \theta_0$ based on sample sums stopped at moving boundaries. The behavior of the expected sample size is analyzed and certain asymptotic results as $\theta \rightarrow \theta_0$ are obtained in the case of a location parameter and also in the case of an exponential family of distributions.

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Tze Leung Lai. "Power-One Tests Based on Sample Sums." Ann. Statist. 5 (5) 866 - 880, September, 1977. https://doi.org/10.1214/aos/1176343943

Information

Published: September, 1977
First available in Project Euclid: 12 April 2007

zbMATH: 0368.62011
MathSciNet: MR488545
Digital Object Identifier: 10.1214/aos/1176343943

Subjects:
Primary: 62F05
Secondary: 60F99 , 62L10

Keywords: expected sample size , exponential family , first passage problems , location parameter , Power-one tests

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 5 • September, 1977
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