Título inglés |
Necessary conditions for optimal truncated sequential tests. Simple hypothesis. |
Título español |
Condiciones necesarias para pruebas secuenciales truncadas óptimas. Hipótesis simples. |
Autor/es |
Castillo Ron, Enrique ; García, J. |
Organización |
Univ. de Cantabria, Santander, España |
Revista |
0210-7821 |
Publicación |
1983, 7 (1): 63-81, 17 Ref. |
Tipo de documento |
articulo |
Idioma |
Español |
Resumen inglés |
The paper presents a new methodology to obtain partially sequential truncated tests which are optimum in the sense of minimizing the maximum expected sample number. This methodology is based on a variational approach and uses the Lagrange multipliers technique in order to obtain necessary conditions for a test to be optimum. By means of these conditions the optimum test can be obtained. Finally, the method is applied to the problem of testing the mean of an exponential distribution. As a particular test Wald's tests can be obtained in practice by using a sufficiently large truncation sample size. |
Clasificación UNESCO |
120910 |
Palabras clave español |
Prueba secuencial truncada ; Muestras ; Distribución exponencial ; Funciones de distribución |
Código MathReviews |
MR0766891 |
Código Z-Math |
Zbl 0565.62060 |
Acceso al artículo completo |