|
|
| |
| ON THE EXPECTED SAMPLE SIZES OF SOME POWER ONE TESTS FOR NORMAL MEAN WITH UNKNOWN VARIANCE |
| |
Citation： |
Chen Jiading.ON THE EXPECTED SAMPLE SIZES OF SOME POWER ONE TESTS FOR NORMAL MEAN WITH UNKNOWN VARIANCE[J].Chinese Annals of Mathematics B,1987,8(4):471~482 |
| Page view： 826
Net amount： 678 |
Authors： |
Chen Jiading; |
|
|
| Abstract： |
Suppose that $\[{x_1},{x_2}, \cdots \]$ are i i d. random variables on a probability space $\[(\Omega ,F,P)\]$ and $\[{x_1}\]$ is normally distributed with mean $\[\theta \]$ and variance $\[{\sigma ^2}\]$, both of which are
unknown. Given $\[{\theta _0}\]$ and $\[0 < \alpha < 1\]$, we propose a concrete stopping rule T w. r. e.the
$\[\{ {x_n},n \ge 1\} \]$ such that
$$\[{P_{\theta \sigma }}(T < \infty ) \le \alpha \begin{array}{*{20}{c}}
{for}&{\begin{array}{*{20}{c}}
{all}&{\theta \le {\theta _0},\sigma > 0,}
\end{array}}
\end{array}\]$$
$$\[{P_{\theta \sigma }}(T < \infty ) = 1\begin{array}{*{20}{c}}
{for}&{\begin{array}{*{20}{c}}
{all}&{\theta > {\theta _0},\sigma > 0,}
\end{array}}
\end{array}\]$$
$$\[\mathop {\lim }\limits_{\theta \downarrow {\theta _0}} {(\theta - {\theta _0})^2}{({\ln _2}\frac{1}{{\theta - {\theta _0}}})^{ - 1}}{E_{\theta \sigma }}T = 2{\sigma ^2}{P_{{\theta _0}\sigma }}(T = \infty )\]$$
where $\[{\ln _2}x = \ln (\ln x)\]$. |
Keywords： |
|
Classification： |
|
|
|
Download PDF Full-Text
|
|
|
|
