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Activity Number:
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515
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Type:
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Contributed
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Date/Time:
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Thursday, August 7, 2008 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Quality and Productivity
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| Abstract - #301241 |
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Title:
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Effective Choice of Test Boundaries for Sequential Testing Based on Theory of Continued Fractions
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Author(s):
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Yefim H. Michlin*+ and Genady Y. Grabarnik
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Companies:
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Technion - Israel Institute of Technology and IBM T. J. Watson Research Center
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Address:
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Hashiqma st. 6/19, Nesher, 36812, Israel
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Keywords:
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Sequential testing ; Binomial distribution ; Continued fractions ; Sample number
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Abstract:
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In an earlier work devoted to sequential testing of binomial processes or processes reducible to ones, we established that the error probabilities of the first and the second kind are incapable of analytical formulation but have a discrete nature. Hence, choosing the optimal testing parameters requires a search for extremes over discrete sets. In our current work we propose a procedure, based on application of the theory of continued fractions, which makes it possible to choose appropriate inter-step intervals in the search for the optimal test boundaries. These intervals have to differ for the accept and reject boundaries, and to depend on the truncation level or on the distribution of the sample number up to the decision.
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