An approach alternative to the binomial UMPU test

We consider a test based on a possible modification of the inverse binomial sampling procedure which has the same size and power as the binomial UMPU test. The proposed procedure leads to a considerable saving in trial size as compared to the fixed trial size binomial two-sided test procedure. We carry out a simulation study to evaluate the performance of the proposed methodology and compare it with a natural competitor.

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Year of publication:	2013
Authors:	Bandyopadhyay, Uttam ; Mukherjee, Shirsendu ; Dutta, Dhiman
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 1-6
Publisher:	Elsevier
Subject:	Average sample number \| Binomial UMPU test \| Modified inverse binomial sampling \| Stopping variable

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010593919