Stopping Times of Some One-Sample Sequential Rank Tests
Harrison D. Weed Jr., Ralph A. Bradley, Z. Govindarajulu
The Annals of Statistics · 1974 · Volume 2 · Issue 6
Abstract
Two models for modified, one-sample, sequential probability ratio tests based on Lehmann alternatives are considered, one developed by Weed and Bradley and one by Govindarajulu. It is shown how they are related. Sure termination of the SPRT's is established under very general conditions.
Keywords
62G10, 62L10, Lehmann alternatives, nonparametric statistics, sequential probability ratio tests, signed ranks, stopping times
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