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Hypothesis designs for three-hypothesis test problems. (English) Zbl 1189.62133

Summary: As a helpful guide for applications, in this paper alternative hypotheses of the three-hypotheses test problems are designed under the required error probabilities and average sample number. The asymptotic formulas and the proposed numerical quadrature formulas are adopted, respectively, to obtain the hypotheses designs and the corresponding sequential test schemes under the Koopman-Darmois distributions. The example of the normal mean test shows that our methods are quite efficient and satisfactory for practical uses.

MSC:

62L10 Sequential statistical analysis
65C60 Computational problems in statistics (MSC2010)
62F03 Parametric hypothesis testing
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References:

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