Method of sequential mesh on Koopman-Darmois distributions

被引：5
|
作者：
Li Yan [1 ]
Pu XiaoLong [1 ]
机构：
[1] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China
来源：
SCIENCE CHINA-MATHEMATICS | 2010年 / 53卷 / 04期
关键词：
method of sequential mesh; sequential probability ratio test (SPRT); Koopman-Darmois distributions; maximum sample size; EXPECTED SAMPLE SIZE; KIEFER-WEISS PROBLEM; EFFICIENT; TESTS;
D O I：
10.1007/s11425-009-0096-5
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
For costly and/or destructive tests, the sequential method with a proper maximum sample size is needed. Based on Koopman-Darmois distributions, this paper proposes the method of sequential mesh, which has an acceptable maximum sample size. In comparison with the popular truncated sequential probability ratio test, our method has the advantage of a smaller maximum sample size and is especially applicable for costly and/or destructive tests.
引用
收藏
页码：917 / 926
页数：10
相关论文
共 50 条
  • [1] Method of sequential mesh on Koopman-Darmois distributions
    Yan Li
    XiaoLong Pu
    [J]. Science China Mathematics, 2010, 53 : 917 - 926
  • [2] Method of sequential mesh on Koopman-Darmois distributions
    LI Yan & PU XiaoLong School of Finance and Statistics
    [J]. Science China Mathematics, 2010, 53 (04) : 917 - 926
  • [3] A stable sequential multiple test for Koopman-Darmois family
    Chen, Shuaiyu
    Li, Yan
    Pu, Xiaolong
    Xiang, Dongdong
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2023, 226 : 39 - 62
  • [4] NOTE ON A SEQUENTIAL PROCEDURE FOR COMPARING 2 KOOPMAN-DARMOIS POPULATIONS
    PAULSON, E
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05): : 1756 - &
  • [5] BAYES SEQUENTIAL TESTS REGARDING 2 KOOPMAN-DARMOIS DISTRIBUTIONS - BOUNDS ON THE MAXIMUM SAMPLE-SIZE
    MANN, JE
    BRATCHER, TL
    [J]. ANNALS OF STATISTICS, 1979, 7 (06): : 1339 - 1344
  • [6] OPEN-ENDED TESTS FOR KOOPMAN-DARMOIS FAMILIES
    LORDEN, G
    [J]. ANNALS OF STATISTICS, 1973, 1 (04): : 633 - 643
  • [7] 基于Koopman-Darmois分布族的序贯网图检验方法
    李艳
    濮晓龙
    [J]. 中国科学:数学, 2009, 39 (05) : 614 - 624
  • [8] AN EXAMPLE IN DARMOIS-KOOPMAN PROBLEM
    DENNY, JL
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (03): : 772 - &
  • [9] SOME RESULTS RELATED TO DARMOIS-KOOPMAN PROBLEM
    DENNY, JL
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (05): : 1423 - &
  • [10] Generalized Fisher-Darmois-Koopman-Pitman Theorem and Rao-Blackwell Type Estimators for Power-Law Distributions
    Gayen, Atin
    Kumar, M. Ashok
    [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 2023, 69 (12) : 7565 - 7583
12345