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Refinement of the sequential statistical criteria boundaries using computer simulation
https://doi.org/10.32446/0132-4713.2019-3-30-45
Abstract
The effectiveness of sequential criteria for testing two simple hypotheses is investigated in the paper. We propose an algorithm for calculating the refined boundaries of sequential Wald-type criteria based on the likelihood ratio. The proposed algorithm allows to find the boundaries of sequential criteria with a given accuracy at the lowest computational cost compared to previously known. The software allowing to calculate the specified estimates of investigated criteria boundaries using the minimum number of iterations is developed. The efficiency of the proposed algorithm is shown by some examples.
About the Authors
S. Ya. Grodzenskiy
MIREA - Russian Technological University
Russian Federation
Russian Federation
A. N. Chesalin
MIREA - Russian Technological University
Russian Federation
Russian Federation
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Review
For citations:
Grodzenskiy S.Ya., Chesalin A.N. Refinement of the sequential statistical criteria boundaries using computer simulation. Metrologiya. 2019;(3):30-45. (In Russ.) https://doi.org/10.32446/0132-4713.2019-3-30-45
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