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Method of sequential mesh on Koopman-Darmois distributions

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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.

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Authors and Affiliations

  1. School of Finance and Statistics, East China Normal University, Shanghai, 200241, China

    Yan Li & XiaoLong Pu

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  1. Yan Li
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  2. XiaoLong Pu
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Correspondence to XiaoLong Pu.

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Li, Y., Pu, X. Method of sequential mesh on Koopman-Darmois distributions. Sci. China Math. 53, 917–926 (2010). https://doi.org/10.1007/s11425-009-0096-5

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  • DOI: https://doi.org/10.1007/s11425-009-0096-5

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