The Annals of Statistics

Sequential Tests Constructed From Images

H. E. Daniels

Full-text: Open access

Abstract

A method is described for constructing sequential test boundaries for which the sample size distribution is easily computed. Assuming a diffusion approximation to be adequate, a few suitably placed images with negative weights are added to a basic unit source at the origin to create absorbing boundaries with intuitively desirable properties. A simple family of closed boundaries generated in this way is compared with Ferebee's (1980) reversed parabolic boundaries and Anderson's (1960) trapezoidal boundaries with regard to minimax expected sample size. The use of a delayed image to generate two-lobed closed boundaries is also briefly described.

Article information

Source
Ann. Statist., Volume 10, Number 2 (1982), 394-400.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345781

Digital Object Identifier
doi:10.1214/aos/1176345781

Mathematical Reviews number (MathSciNet)
MR653515

Zentralblatt MATH identifier
0501.62076

JSTOR
links.jstor.org

Subjects
Primary: 62L10: Sequential analysis
Secondary: 60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) [See also 92Dxx]

Keywords
Boundary crossing diffusion images minimax expected sample size

Citation

Daniels, H. E. Sequential Tests Constructed From Images. Ann. Statist. 10 (1982), no. 2, 394--400. doi:10.1214/aos/1176345781. https://projecteuclid.org/euclid.aos/1176345781


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