Sequential Analysis of Unknown Parameter of Exponentiated Inverted Weibull Distribution

摘要

In this paper we develop sequential probability ratio test (SPRT) for testing the hypothesis about unknown shape parameter of exponentiated inverted weibull distribution. Expressions for operating characteristic and average sample number functions are also derived. Graphs are drawn to show the behavior of Operating Characteristic curve and Average Sample Number curve. Classical estimators of unknown parameter are also derived. Also, sequential procedure for point estimation of mean of exponentiated inverted weibull distribution is developed. Results related to regret and risk efficiency of sequential procedure are also derived in this paper.