Time-sequential tests by Poisson approximation

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/28020

Title:	Time-sequential tests by Poisson approximation
Authors:	Chang,IS;Hsiung,CA;Liu,JF
Contributors:	數學研究所
Date:	1996
Issue Date:	2010-06-29 19:40:20 (UTC+8)
Publisher:	中央大學
Abstract:	Time-sequential testing problems are studied in the counting process context. With a random time change of the counting process, it is shown that the associated optimal stopping time problem gets close to that for a Poisson process as sample size gets large. By making use of this observation, we propose a class of time-sequential tests, which is shown to be optimal in the sense that it has minimal asymptotic expected total time on-test with given bounds on error probabilities.
Relation:	STATISTICA SINICA
Appears in Collections:	[Graduate Institute of Mathematics] journal & Dissertation

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