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On Robustness of a Sequential Test for Scale Parameter of Gamma and Exponential Distributions

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DOI: 10.4236/am.2010.14034    4,131 Downloads   7,520 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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

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.

References

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[2] L. Harter and A. H. Moore, “An Evaluation of Exponential and Weibull Test Plans,” IEEE Transactions on Reliability, Vol. 25, No. 2, 1976, pp. 100-104.
[3] E. R. Montagne and N. D. Singpurwalla, “Robustness of Sequential Exponential Life-Testing Procedures,” Journal of American Statistic Association, Vol. 80, No. 391, 1985, pp. 715-719.
[4] A. Wald, “Sequential Analysis,” John Wiley, New York, 1947.

  
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