In SPRT, to test H0=Xsim f(x,theta0) versus H1=Xsim f(x,theta1), Z is defined as Z=logf(x,theta1)/f(x,theta0) and h(theta) is non-zero solution of the equation E(e^zh(theta))=1. Under H0, the OC function L(theta) becomes:

Q30Section I (Objective (Q1–Q80))30 of 79

Statistical Inference — OC function of SPRT at H0

In SPRT, to test $H_0=X\sim f(x,\theta_0)$ versus $H_1=X\sim f(x,\theta_1)$ , Z is defined as $Z=\log\left\{\frac{f(x,\theta_1)}{f(x,\theta_0)}\right\}$ and $h(\theta)$ is non-zero solution of the equation $E(e^{zh(\theta)})=1$ . Under $H_0$ , the OC function $L(\theta)$ becomes:

Pick an option to check your answer. In a mock test a wrong answer here costs 0.83 mark.

Keyboard: A–D answer · S solution · ←/→ previous/next