On Robustness of a Sequential Test for Scale Parameter of Gamma and Exponential Distributions
Parameshwar V. Pandit, Nagaraj V. Gudaganavar
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DOI: 10.4236/am.2010.14034   PDF    HTML     4,868 Downloads   8,833 Views   Citations

Abstract

The main aim of the present paper is to study the robustness of the developed sequential probability ratio test (SPRT) for testing the hypothesis about scale parameter of gamma distribution with known shape parameter and exponential distribution with location parameter. The robustness of the SPRT for scale parameter of gamma distribution is studied when the shape parameter has undergone a change. The similar study is conducted for the scale parameter of exponential distribution when the location parameter has undergone a change. The expressions for operating characteristic and average sample number functions are derived. It is found in both the cases that the SPRT is robust only when there is a slight variation in the shape and location parameter in the respective distributions.

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P. Pandit and N. Gudaganavar, "On Robustness of a Sequential Test for Scale Parameter of Gamma and Exponential Distributions," Applied Mathematics, Vol. 1 No. 4, 2010, pp. 274-278. doi: 10.4236/am.2010.14034.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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[4] A. Wald, “Sequential Analysis,” John Wiley, New York, 1947.

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