Approximate sequential test for the Behrens-Fisher problem (Q1070726)
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scientific article; zbMATH DE number 3938353
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate sequential test for the Behrens-Fisher problem |
scientific article; zbMATH DE number 3938353 |
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Approximate sequential test for the Behrens-Fisher problem (English)
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1985
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A sequential test for the Behrens-Fisher problem is considered in this paper. A sequential probability ratio test (SPRT), based on a sequence of approximate t statistics, suitable for practical use is proposed and its properties are investigated by a simulation study. The test is found to be conservative in terms of desired risk levels. Notwithstanding, the test appears to be quite satisfactory in terms of the power and the average sample number (ASN) function, and it is found to be sufficiently more efficient compared to the approximate fixed- sample test.
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Behrens-Fisher problem
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sequential probability ratio test (SPRT)
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approximate t statistics
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simulation
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power
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average sample number
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ASN
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0.94285923
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0.93998563
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0.8813974
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0.88131714
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0.8804585
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0.8785786
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0.8780296
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0.87794966
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0.87732345
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