Stopping Time of a c-Sample Rank-Order Sequential Probability Ratio Test.
KENTUCKY UNIV LEXINGTON DEPT OF STATISTICS
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Savage and Sethuraman and Sethuraman have studied the stopping time of a two-sample rank-order sequential probability ratio rest SPRT based on Lehmann alternatives. In particular, they have shown that under a mild condition the rank-order SPRT terminates with probability one and that the moment-generating function of the required sample size is finite. The author has studied the asymptotic normality and efficiency of the above mentioned rank order SPRT. The main purpose of this paper is to derive a c-sample rank order SPRT based on Lehmann alternatives and study its finite termination and existence of the moment-generating function for the sample size.
- Statistics and Probability