A Comparison of two sequential tests forµ/σ
Mcwilliams, Thomas P.; Mcwilliams, Thomas P.; Associate Professor Business Programs, Arizona State University West
Журнал:
Sequential Analysis
Дата:
1995
Аннотация:
Either the sequential probability ratio test or the sequential likelihood ratio test can be used to test one—sided hypotheses regarding the ratio λ = µ/σ, Both tests are functions of the usual t—statistic. I discuss and compare empirical and theoretical properties of these two tests, and provide tables of critical and truncation values for a modified version of the sequential likelihood ratio test
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