A sequential procedure for deciding among three hypotheses
作者:
Mark E. Payton,
Linda J. Young,
期刊:
Sequential Analysis
(Taylor Available online 1994)
卷期:
Volume 13,
issue 4
页码: 277-300
ISSN:0747-4946
年代: 1994
DOI:10.1080/07474949408836310
出版商: Marcel Dekker, Inc.
关键词: average sample number function;operating characteristic function
数据来源: Taylor
摘要:
Abraham Wald developed the Sequential Probability Ratio Test in the 1940's to perform simple vs. simple hypothesis tests that would control both Type I and Type II error rates. Some applications require a test of three hypotheses. In addition, to perform a simple vs. composite two-sided test, a three-hypothesis test with all hypotheses simple has been suggested. Methods have been proposed that will test three hypotheses sequentially. They range widely in simplicity andaccuracy. In this paper,approximate probabilities of error for Armitage's (1947) test arederived. A method of adjusting the error rates used to establish the decision boundaries in order to attain the nominal error rates is developed.The procedure is compared to existing ones by Monte-Carlo simulation
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