ASYMPTOTIC EXPANSIONS APPLIED TO F-TEST CRITERIA

Autor: H. C. Howard, Z. Govindarajulu
Rok vydání: 1994
Předmět:
Zdroj: Australian Journal of Statistics. 36:101-113
ISSN: 0004-9581
Popis: Summary Using asymptotic expansions of the Kummer hypergeometric function, the sequential. F-test criterion is evaluated asymptotically in terms of the sample size. The continuation region inequalities for the test are inverted and expressed in terms of known test criteria. A rapidly converging algorithm for carrying out the sequential procedure is provided. This makes the F-test easier for the practitioner to use. Almost sure finite termination of the sequential. F-test is asserted by appealing to the continuation inequalities and a heuristic asymptotic expansion of the test criterion. Average stopping times of the sequential procedure for a variety of population means and population number configurations are tabulated. The computer symbolic manipulation program MAPLE was used to derive some formulae.
Databáze: OpenAIRE