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Multistage Hypothesis Tests for the Mean of a Normal Distribution

2008/10/22 by Xinjia Chen, Chen, Xinjia
Engineering · Mathematics · #Combustion and flame dynamics #FOS: Computer and information sciences #FOS: Mathematics #Fluid Dynamics and Heat Transfer #Fluid Dynamics and Mixing #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST) #math.PR #math.ST #stat.ME #stat.TH

paper · pdf · doi:10.48550/arxiv.0810.3946

34 pages, 28 figures, added adaptive scanning algorithms

openalex publication_date 2008/10/22 · arxiv created 2011/06/12 · arxiv updated 2011/06/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we have developed new multistage tests which guarantee prescribed level of power and are more efficient than previous tests in terms of average sampling number and the number of sampling operations. Without truncation, the maximum sampling numbers of our testing plans are absolutely bounded. Based on geometrical arguments, we have derived extremely tight bounds for the operating characteristic function. To reduce the computational complexity for the relevant integrals, we propose adaptive scanning algorithms which are not only useful for present hypothesis testing problem but also for other problem areas.

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