Minimax versions of the two-stage t test

Minimax versions of the two-stage t test

Let X be a N ( μ, σ 2 ) distributed characteristic with unknown σ . We present the minimax version of the two-stage t test having minimal maximal average sample size among all two-stage t tests obeying the classical two-point-condition on the operation characteristic. We give several examples. Furth...

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Veröffentlicht in:Statistical papers (Berlin, Germany) Germany), 2012-05, Vol.53 (2), p.311-321
Hauptverfasser: Krumbholz, Wolf, Rohr, Andreas, Vangjeli, Eno
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Economic Theory/Quantitative Economics/Mathematical Methods
Economics
Finance
Insurance
Management
Mathematics and Statistics
Minimax technique
Operations Research/Decision Theory
Probability Theory and Stochastic Processes
Regular Article
Sample size
Sample variance
Samples
Statistical analysis
Statistical methods
Statistics
Statistics for Business
Studies
Tests
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Beschreibung
Zusammenfassung:Let X be a N ( μ, σ 2 ) distributed characteristic with unknown σ . We present the minimax version of the two-stage t test having minimal maximal average sample size among all two-stage t tests obeying the classical two-point-condition on the operation characteristic. We give several examples. Furthermore, the minimax version of the two-stage t test is compared with the corresponding two-stage Gauß test.
ISSN:0932-5026
1613-9798
DOI:10.1007/s00362-010-0339-0