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
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