Stopping Times of Some One-Sample Sequential Rank Tests

Stopping Times of Some One-Sample Sequential Rank Tests

Two models for modified, one-sample, sequential probability ratio tests based on Lehmann alternatives are considered, one developed by Weed and Bradley and one by Govindarajulu. It is shown how they are related. Sure termination of the SPRT's is established under very general conditions.

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Bibliographische Detailangaben
Veröffentlicht in:The Annals of statistics 1974-11, Vol.2 (6), p.1314-1322
Hauptverfasser: Weed, Harrison D., Bradley, Ralph A., Govindarajulu, Z.
Format: Artikel
Sprache:eng
Schlagworte:
62G10
62L10
Lehmann alternatives
Nonparametric statistics
Observational research
Probabilities
Random variables
Rank tests
Ratio test
sequential probability ratio tests
Short Communications
signed ranks
Stopping distances
stopping times
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Beschreibung
Zusammenfassung:Two models for modified, one-sample, sequential probability ratio tests based on Lehmann alternatives are considered, one developed by Weed and Bradley and one by Govindarajulu. It is shown how they are related. Sure termination of the SPRT's is established under very general conditions.
ISSN:0090-5364
2168-8966
DOI:10.1214/aos/1176342884