Open Access
June, 1982 Sequential Tests Constructed From Images
H. E. Daniels
Ann. Statist. 10(2): 394-400 (June, 1982). DOI: 10.1214/aos/1176345781


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.


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H. E. Daniels. "Sequential Tests Constructed From Images." Ann. Statist. 10 (2) 394 - 400, June, 1982.


Published: June, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0501.62076
MathSciNet: MR653515
Digital Object Identifier: 10.1214/aos/1176345781

Primary: 62L10
Secondary: 60J70

Keywords: Boundary crossing , diffusion , images , minimax expected sample size

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 2 • June, 1982
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