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Condiciones necesarias para pruebas secuenciales truncadas óptimas. Hipótesis simples.

Enrique Castillo RonJ. García — 1983

Stochastica

The paper presents a new methodology to obtain partially sequential truncated tests which are optimum in the sense of minimizing the maximum expected sample number. This methodology is based on a variational approach and uses the Lagrange multipliers technique in order to obtain necessary conditions for a test to be optimum. By means of these conditions the optimum test can be obtained. Finally, the method is applied to the problem of testing the mean of an exponential distribution. As a particular...

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