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Sequential Analysis
Design Methods and Applications
Volume 4, 1985 - Issue 1-2
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Original Articles

A tail area influence function and its application to testing

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Pages 19-41 | Published online: 29 Mar 2007
 

Abstract

A tail area influence function is introduced and, for tests Tn determined as solutions of small sample asymptotics are used to compute this influence function. Its relationship to other influence functions for testing is examined and it is shown to be a finite sample refinement of the level and power influence function. Approximations for the maximum level and minimum power for a gross error model are computed.

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