An optimal curtailment of a randomized ump test for a proprtion |
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| Authors: | Clarence W. Lienhard |
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| Affiliation: | Department of Mathematics , Mansfield University , Mansfield, PA 16933 |
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| Abstract: | Consider a fixed sample size UMP test of H0: p ≤ p0 versus H1: p > p0, where p is a Bernoulli parameter. If the test is non-randomized the optimal curtailed version is well-known. If the test is randomized, the decision of a UMP test is not uniquely determined. This paper considers the problem of curtailing such tests so that the expected number of observations is minimized. A simple complete characterization of such tests is given. |
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| Keywords: | weak admissibility sequential tests uniformly most powerful tests curtailed tests Bernoulli random variables |
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