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Robustness of Sequential Probability Ratio Tests in Case of Nuisance Parameters

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000949
Date27 June 2010
CreatorsEger, Karl-Heinz, Tsoy, Evgeni Borisovich
ContributorsTU Chemnitz, Fakultät für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:preprint
Formatapplication/pdf, text/plain, application/zip

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