A Note on the Variance of the Distribution of Sample Number in Sequential Probability Ratio Tests
作者:
C.Philip Cox,
ThomasD. Roseberry,
期刊:
Technometrics
(Taylor Available online 1966)
卷期:
Volume 8,
issue 4
页码: 700-704
ISSN:0040-1706
年代: 1966
DOI:10.1080/00401706.1966.10490414
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Little published information is available about moments, other than the first, of the distribution of the sample number in Wald type sequential probability ratio tests. Empirical evidence from Monte Carlo studies is presented for the inference that the variance of the sample number is approximately proportional to the square of the average sample number.
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