Comparison of Two Sequential Tests for Two-Sided Alternatives
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1979 · Volume 41 · Issue 1
DOI: 10.1111/j.2517-6161.1979.tb01063.x
Abstract
Wald's method based on weight functions provides sequential tests for two-sided alternatives. In this paper, this method is compared with a test due to Sobel and Wald for three decision problems used for two-sided alternatives. The boundaries of acceptance and rejection of the tests are compared, and it is shown that for the usual choice of stopping bounds, the region of continued observation for Wald's test is included in that of Sobel and Wald's test. The difference between the region of rejection and acceptance of the two tests is also discussed.
Keywords
sequential tests, two-sided alternatives, wald's test, sobel and wald's test
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