Abstract
SUMMARY Sequential trimmed t tests are proposed using the restricted scheme and wedge scheme. The formulations of these plans are given and their performances are compared with the usual restricted and wedge t tests under normality and long-tailed distributions. 1. INTRODUCT10N Let xi be random observations taken sequentially from a normal population with mean uz and unknown variance cr2. In testing the hypothesis Ho: ,u/a = 0 against H1: I Ha o = A, one could use sequential t tests such as Wald's open plan (1947, pp. 83, 46), Armitage's restricted plan (1957), Schneiderman & Armitage's wedge plan (1962b) and others. These test statistics, as shown by Yuen (1977), are sensitive to long-tailed distributions and this led us to consider other alternatives which are more robust. The formulation of this new test statistic is a modification of the usual restricted sequential t test which consists of a portion of the same upper rejection boundary as in the open sequential t test (National Bureau of Standards, 1951), and an acceptance boundary providing for termination at a fixed sample size N1. This terminal sample size is chosen such that the test will have specified risks of 2a and /3.
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