Eger, Karl-Heinz; Oehlke, Sabine : Berechnung der Charakteristiken für den Sobel-Wald-Test

Author(s) :

Eger, Karl-Heinz; Oehlke, Sabine

Title (deutsch) :

Berechnung der Charakteristiken für den Sobel-Wald-Test

Title (english) :

The computation of the characteristics for the Sobel-Wald-test

Preprint series

Technische Universität Chemnitz-Zwickau, Fakultät für Mathematik (Germany). Preprint 96-7, 1996

Mathematics Subject Classification :

62L10 [ Sequential statistical analysis ]

Abstract :

We consider the discrimination between more than two hypotheses by means of the Sobel-Wald-test for the parameter of a discrete distribution belonging to the one-dimensional exponential family. Based on an exact method for the computation of the characteristics of the underlying sequential probability ratio tests we present a special discrete procedure for the exact computation of the average sample number function of the Sobel-Wald-procedure. Examples are presented for the Bernoulli and Poisson distribution.

Keywords :

Sequential statistics, sequential analysis, sequential tests, multi-decision problems, Sobel-Wald-test

Language :

deutsch

Publication time :

5/1996