Statistical Quality Control-Concepts of ATI (ISS (Statistical Services) Statistics Paper II (Old Subjective Pattern)): Questions 1 - 1 of 1

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» Statistical Quality Control » Concepts of ATI

Appeared in Year: 2015

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For a sequential probability ratio test of strength (α, β) and stopping bounds are A and B (B < A), show that A ≤ 1-β/α and B ≥ β/1-α


Let X= (X 1, …, X k) and also let E k be the set of all points in k dimensional Euclidean space R k, for which we reject H 0 using the sequential probability ratio test. Also, let F k be the set of all points in R k for which we accept H 0. Notice that (E k, k = 1, 2, …) are mutually disjoint and (F k, k = 1, 2, …) are also mutually disjoint. As…

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