An optimal curtailment of a randomized ump test for a proprtion
作者:
Clarence W. Lienhard,
期刊:
Sequential Analysis
(Taylor Available online 1992)
卷期:
Volume 11,
issue 1
页码: 17-35
ISSN:0747-4946
年代: 1992
DOI:10.1080/07474949208836242
出版商: Marcel Dekker, Inc.
关键词: weak admissibility;sequential tests;uniformly most powerful tests;curtailed tests;Bernoulli random variables
数据来源: Taylor
摘要:
Consider a fixed sample size UMP test of H0: p ≤ p0versus H1: p > p0, where p is a Bernoulli parameter. If the test is non-randomized the optimal curtailed version is well-known. If the test is randomized, the decision of a UMP test is not uniquely determined. This paper considers the problem of curtailing such tests so that the expected number of observations is minimized. A simple complete characterization of such tests is given.
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