Science China Mathematics

, Volume 53, Issue 4, pp 917–926

Method of sequential mesh on Koopman-Darmois distributions

Articles

DOI: 10.1007/s11425-009-0096-5

Cite this article as:
Li, Y. & Pu, X. Sci. China Math. (2010) 53: 917. doi:10.1007/s11425-009-0096-5

Abstract

For costly and/or destructive tests, the sequential method with a proper maximum sample size is needed. Based on Koopman-Darmois distributions, this paper proposes the method of sequential mesh, which has an acceptable maximum sample size. In comparison with the popular truncated sequential probability ratio test, our method has the advantage of a smaller maximum sample size and is especially applicable for costly and/or destructive tests.

Keywords

method of sequential mesh sequential probability ratio test (SPRT) Koopman-Darmois distributions maximum sample size 

MSC(2000)

62F03 62L05 

Copyright information

© Science China Press and Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.School of Finance and StatisticsEast China Normal UniversityShanghaiChina