This paper deals with the computation of OC- and ASN-function of sequential probability ratio tests in the multi-parameter case. In generalization of the method of conjugated parameter pairs Wald-like approximations are presented for the OC- and ASN-function. These characteristics can be used describing robustness properties of a sequential test in case of nuisance parameters.
As examples tests are considered for the mean and the variance of a normal distribution.
Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000949 |
Date | 27 June 2010 |
Creators | Eger, Karl-Heinz, Tsoy, Evgeni Borisovich |
Contributors | TU Chemnitz, Fakultät für Mathematik |
Publisher | Universitätsbibliothek Chemnitz |
Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
Language | English |
Detected Language | English |
Type | doc-type:preprint |
Format | application/pdf, text/plain, application/zip |
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