A Sequential Median Test with Applications to CEP Testing.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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A sequential test of a simple hypothesis of the distribution of a random variable against a simple alternate hypothesis is proposed. The test terminates as soon as one of a sequence of sequentially observed sample medians falls outside a continuation region. The test can also be used for hypotheses concerning the median of the sampled population, and is especially useful when hypothesized distributions may provide poor fit in the tails, in which case outliers may seriously degrade the performance of traditional procedures such as the Sequential Probability Ratio Test. Applications to testing hypotheses about the circular error probable of weapon systems are discussed, and the tables of stopping bounds for such tests are presented. Author
- Statistics and Probability
- Fire Control and Bombing Systems