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

Author(s) :

Jungmann, Sabine; Eger, Karl-Heinz

Title (deutsch) :

Berechnung der Charakteristiken für den Sobel-Wald-Test zur Erlangverteilung

Title (english) :

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

Preprint series

Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 98-33, 1998

Mathematics Subject Classification :

62L10 [ Sequential statistical analysis ]

Abstract :

This paper deals with the discrimination between more than two hypotheses for the scale parameter of an Erlang distribution by means of a Sobel-Wald-test. Based on a hierarchy-stage-algorithm an exact method is presented for the computation of the operating characteristic functions as well as the average sample number function.

Keywords :

sequential statistics, sequential analysis, sequential tests, multi-decision problems, discrimination between more than two hypotheses, Sobel-Wald-test, Erlang distribution

Language :

deutsch

Publication time :

11/1998