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Sequential slippage tests using Robbins-Lai's invariant confidence sequences

 

作者: Takahiko Hara,  

 

期刊: Sequential Analysis  （Taylor Available online 1993）
卷期: Volume 12, issue 2  

页码: 115-124

 

ISSN:0747-4946

 

年代: 1993

 

DOI:10.1080/07474949308836273

 

出版商: Marcel Dekker, Inc.

 

关键词: Location slippage model;Robbins inequality;Robbins-Lai's invariant confidence sequence;sequential slippage test

 

数据来源: Taylor

 

摘要:

The paper deals with two kinds of location-slippage testing problems.The alternative hypothesis says that there is a single slippage in one kind of problems,and that there are multiple slippages in the other kind. In a location slippage model, by using Robbins' inequality, Robbins-Lai's invariant confidence sequences for slippage are constructed for both of the problems and sequential slippage tests using those confidence sequences are proposed.

 

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