𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robustness of Sequential Tests for Means

✍ Scribed by Prof. Dr. D. Rasch


Publisher
John Wiley and Sons
Year
1985
Tongue
English
Weight
374 KB
Volume
27
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

✦ Synopsis


A b d r d

Three sequential testa of the null hypotheaie, p =h, versus an alternative of the form 01 -p,,)2= =OW are compared for different forme of violation of the underlying normal eeeumption. loo00 samplea were simulated for d=0.6; 1.0 and 1.6 (02=1), four (a, p)-combinations and seven alternative distributions. The reaulta show that for small d-value8 one b e t ie robuet for a and another for 8. For large d all teeta can be used.


πŸ“œ SIMILAR VOLUMES


Two-stage sequential tests for proportio
✍ S.C. Choi πŸ“‚ Article πŸ“… 1984 πŸ› Elsevier Science 🌐 English βš– 529 KB

## Communicated by I. Norman Katz Ahstraet-This paper extends a procedure, based on [l], wherein a sequential probability ration test (SPRT') is combined with a likelihood ratio test that incorporate both sequential observations and additional delayed observations. Two two-sample sequential tests

Robustness of alternative non-linearity
✍ Wai-Sum Chan; Man-Wai Ng πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 206 KB

## Abstract In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type n