Properties of Some Two-Sided Sequential Tests for the Normal Distribution
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1972 · Volume 34 · Issue 3
DOI: 10.1111/j.2517-6161.1972.tb00920.x
Abstract
A general procedure for sequentially comparing a null hypothesis with a two-sided alternative hypothesis concerning a normal mean is described and its properties are derived. The procedure is defined in terms of geometrical parameters which can be evaluated so as to give an optimum procedure. A particular set of specified values for these parameters permit close approximations to the O.C. function and the A.S.N. function for the Wald procedure and the Armitage procedure to be obtained.
Keywords
two-sided sequential tests, armitage procedure, wald procedure, optimum procedure, operating characteristic function, average sample number function
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