Sequential slippage tests using Robbins-Lai's invariant confidence sequences |
| |
| Authors: | Takahiko Hara |
| |
| Affiliation: | Institute of Socio-Economic Planning , University of tsukuba , Ibaraki, 305, Japan |
| |
| Abstract: | The paper deals with two kinds of location-slippage testing problems.The alternative hypothesis says that there is a single slippage in one kind of problems,and that there are multiple slippages in the other kind. In a location slippage model, by using Robbins' inequality, Robbins-Lai's invariant confidence sequences for slippage are constructed for both of the problems and sequential slippage tests using those confidence sequences are proposed. |
| |
| Keywords: | Location slippage model Robbins inequality Robbins-Lai's invariant confidence sequence sequential slippage test |
|
|
