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Robustness of Sequential Probability Ratio Tests in Case of Nuisance Parameters

Universitätsbibliothek Chemnitz
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  • Asn-Function
  • Conjugated Parameter Pairs
  • Normal Distribution
  • Nuisance Parameters
  • Oc-Function
  • Robustness
  • Sequential Analysis
  • Sequential Probability Ratio Test
  • Sequential Test
  • Wald Approximations
  • Ddc:500
  • Ddc:600
  • Sequentieller Test
  • Statistischer Test


This paper deals with the computation of OC- and ASN-function of sequential probability ratio tests in the multi-parameter case. In generalization of the method of conjugated parameter pairs Wald-like approximations are presented for the OC- and ASN-function. These characteristics can be used describing robustness properties of a sequential test in case of nuisance parameters. As examples tests are considered for the mean and the variance of a normal distribution.

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