Question: Assume that X, X2,... is a sequential sample from the P(0) density, and that it is desired to test Ho: 0 = 1 versus H:
Assume that X₁, X2,... is a sequential sample from the P(0) density, and that it is desired to test Ho: 0 = 1 versus H: 0=2.
(a) Using the Wald approximations, find the SPRT for which =0.05 and
α₁ = 0.1.
(b) Calculate B(0) and Ë,N at 0 = 1, 0 =2, and 9 = 1/log 2, for the SPRT in (a).42. Assume that X₁, X₂,... is a sequential sample from the Ge(0) density, and that it is desired to test Ho: 0 = versus H: 0=.
(a) Using the Wald approximations, find the SPRT for which a = α = 0.1.
(b) Show that 1, = log([1-03-1-1)/log 2, and give formulas for §(0) and ËN.43. Assume that X₁, X2,... is a sequential sample from the N(0, o2) density, and that it is desired to test Ho: 2 = 1 versus H₁: σ²= 2.
(a) Using the Wald approximations, find the SPRT for which a = α₁ =0.01.
(b) Calculate §(o2) and E2N at o² = 1, o² = 2, and o² = 2 log 2, for the SPRTin (a).
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