Direct computation of the performance of sequential procedures based on a sequence oft-statistics, with application to a confidence interval for μ/σ in a normal population
作者:
A. Wijsman Robert,
期刊:
Sequential Analysis
(Taylor Available online 1992)
卷期:
Volume 11,
issue 2
页码: 119-136
ISSN:0747-4946
年代: 1992
DOI:10.1080/07474949208836249
出版商: Marcel Dekker, Inc.
关键词: noncentral t-distribution;gamma factor;transitive sequence;beta protection
数据来源: Taylor
摘要:
Formulas are derived for the direct computation — as opposed to simulation or approximation — of sequential procedures that are based on a sequence oft-statistics. This is applied to the numerical computation of the performance of a one-sided confidence interval for γ = μ/σ in a normal population, when the probability of covering the true value γ as well as the probability of covering the false value γ −d, for givend> 0,is specified.
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