Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations
两总体序贯检验中劣势总体期望样本量的渐近分析
Let $X_1, \cdots$ be i.i.d. $\sim N(\mu_1,1)$ and $Y_1, \cdots$ be i.i.d. $\sim N(\mu_2,1)$. A symmetric sequential procedure for $H_0 : \mu_1 > \mu_2$ vs. $H_1 : \mu_1 < \mu_2$ is proposed in this paper. The expected number of observations taken from the inferior population is given in an asymptotic form, which is optimum in Farrell's sense.