Accession Number : AD0452602


Title :   Truncated Sequential Hypothesis Tests


Descriptive Note : Memorandum


Corporate Author : RAND CORP SANTA MONICA CA


Personal Author(s) : Bussgang, Julian J ; Marcus, Michael B


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/452602.pdf


Report Date : Nov 1964


Pagination or Media Count : 31


Abstract : Through a careful examination of the equations by which Wald determines the values of the boundaries for tests of sequential hypotheses, interesting relationships for the conditional probability distributions of the stage at which the test terminates were obtained. These enable the study of sequential tests in which the boundaries are functions of the sample number. Particular concern was given to tests with convergent boundaries, and a set of boundaries which approach those of a truncated Wald test were investigated. Approximate expressions for the expected sample number and probabilities of error were obtained for the tests considered. The obtained approximations apply best for gently tapering slopes. Extensions of the method can be applied to evaluate various ad hoc schemes for truncating tests and to the theory of tests with a varying parameter.


Descriptors :   *STATISTICAL TESTS , ANTIMISSILE DEFENSE SYSTEMS , DECISION MAKING , ELECTRONIC SCANNERS , INEQUALITIES , NUMERICAL METHODS AND PROCEDURES , PROBABILITY , RADAR SCANNING , SAMPLING , SEQUENCES(MATHEMATICS) , SEQUENTIAL ANALYSIS , STATISTICAL FUNCTIONS , STOCHASTIC PROCESSES


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE