关于累积和程序与序贯概率比检验及其应用

On Cumulative Sum Procedures and the Sprt with Applications

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1984
被引 27
ABS 4

中文导读

本文证明了Page(1954)的单侧和双侧累积和程序与序贯概率比检验(SPRT)密切相关,并利用SPRT的生成函数(拉普拉斯变换)推导了累积和程序的生成函数,最后通过实例讨论并给出应用。

Abstract

SUMMARY Both one-sided and two-sided cumulative sum procedures of Page (1954) are shown to be closely related to a sequential probability ratio test (SPRT). The generating functions (Laplace transforms) of cumulative sum procedures are found in terms of the generating functions of a certain SPRT. An example is discussed and some applications are given.

统计学序贯分析概率论数学