Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 3, 1984 - Issue 3-4
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Original Articles

Truncated sprt for non-stationary processes: sensitivity of assumptions

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Pages 251-266 | Published online: 29 Mar 2007

References

  • Anderson , T. W. 1960 . A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size . Ann. Math. Stat. , 31 : 165 – 196 .
  • Armitage , P. 1957 . Restricted Sequential Procedures . Biometrika , 44 : 9 – 26 .
  • Aroian , L. A. and Robison , D. E. 1969 . Direct Methods for Exact Truncated Sequential Tests of the Mean of a Normal Distribution . Technometrics , 11 ( 4 ) : 661 – 675 .
  • Golhar , D. Y. . Sequential Analysis: Non Stationary Processes and Truncation . A Ph. D. dissertation submitted to Industrial and Operations Engineering Department at the University of Michigan . Ann Arbor .
  • Madsen , R. 1974 . A Procedure for Truncating SPRT's . Journal of Amer. Stat. Assn. , 69 ( 36 ) : 403 – 410 .
  • Phatarfod , R. M. 1965 . Sequential Analysis of Dependent Observations I . Biometrika , 15 ( 36 ) : 157 – 165 .
  • Phatarfod , R. M. 1971 . Sequentional Tests for Normal Markov Sequence . Journ. Austrial. Math. Soc. , 12 ( 36 ) : 433 – 440 .
  • Siegmund , D. O. 1969 . The Variance of One-Sided Stopping Rules . Ann. Math. Stat. , 40 ( 3 ) : 1074 – 1077 .
  • Siegmund , D. O. 1968 . On the Asymptotic Normality of One Sided Stopping Rules . Ann. Math. Stat. , 39 ( 5 ) : 1439 – 1497 .
  • Wald , A. 1947 . Sequential Analysis , New York : Dover Publications . Inc

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