Open Access
July, 1980 Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations
H. H. Peter Cheng
Ann. Statist. 8(4): 845-850 (July, 1980). DOI: 10.1214/aos/1176345077

Abstract

Let $X_1, \cdots$ be i.i.d. $\sim N(\mu_1,1)$ and $Y_1, \cdots$ be i.i.d. $\sim N(\mu_2,1)$. A symmetric sequential procedure for $H_0 : \mu_1 > \mu_2$ vs. $H_1 : \mu_1 < \mu_2$ is proposed in this paper. The expected number of observations taken from the inferior population is given in an asymptotic form, which is optimum in Farrell's sense.

Citation

Download Citation

H. H. Peter Cheng. "Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations." Ann. Statist. 8 (4) 845 - 850, July, 1980. https://doi.org/10.1214/aos/1176345077

Information

Published: July, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0463.62070
MathSciNet: MR572628
Digital Object Identifier: 10.1214/aos/1176345077

Subjects:
Primary: 62L10
Secondary: 60G40

Keywords: expected inferior sample size , sequential tests

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • July, 1980
Back to Top