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.
Highlights
The robustness of sequential probability ratio test (SPRT) has been studied by several authors for various probability distributions when the distribution under consideration has undergone a change
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 similar study is conducted for the scale parameter of exponential distribution when the location parameter has undergone a change
Summary
The robustness of sequential probability ratio test (SPRT) has been studied by several authors for various probability distributions when the distribution under consideration has undergone a change. The problem of testing simple hypothesis against simple alternatives for scale parameter of the gamma distribution assuming shape parameter to be known is considered. It is used to make realistic adjustment to exponential distribution in life-testing situations.
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