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A Sequential Test for the Comparison of the Precision of Two Measurement Methods

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Summary

In order to compare the precision (expresed by the variance) of a new measurement method with that of a traditional measurement method the null hypothesis of equality of the two variances can be tested with a one-sided F-test. A sequential Wald test is proposed as an alternative, and its operating characteristic function is investigated by means of a simulation study. This study shows that the test can be ended with twice the sample size of the corresponding F-test without a substantial change of the operating characteristic function.

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References

  1. Ghosh, B.K. (1970). Sequential Tests of Statistical Hypotheses. Reading, MA.: Addison-Wesley.

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  2. Ghosh, B.K., and P.K. Sen(Editors) (1991). Handbook of Sequential Analysis. New York: Marcel Dekker.

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  3. Rushton, S. (1953). On sequential tests of the equality of variances of two normal populations with known means. Sankhay 12 63–78.

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  4. Wald, A. (1947). Sequential Analysis. New York: Wiley.

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© 1998 Physica-Verlag Heidelberg

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Wilrich, PT. (1998). A Sequential Test for the Comparison of the Precision of Two Measurement Methods. In: Galata, R., Küchenhoff, H. (eds) Econometrics in Theory and Practice. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-47027-1_26

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  • DOI: https://doi.org/10.1007/978-3-642-47027-1_26

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-642-47029-5

  • Online ISBN: 978-3-642-47027-1

  • eBook Packages: Springer Book Archive

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