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The choice of a Wald test on the mean of a normal population

Biometrika, 1970
SUMMARY A figure is given that will allow the boundaries corresponding to fixed probabilities of error of a Wald type sequential test on the mean of a normal population with known standard deviation to be found, with reasonable accuracy, without difficulty. Another figure can be used to obtain, quite accurately, the average sample numbers corresponding
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A note on the asymptotic efficiency of the sobel–wald test

Journal of Statistical Planning and Inference, 1981
Let X1,X2, … be iid random variables with the pdf f(x,θ)=exp(θx−b(θ)) relative to a σ-finite measure μ, and consider the problem of deciding among three simple hypotheses Hi:θ=θi (1⩽i⩽3) subject to P(accept Hi|θi)=1−α (1⩽i⩽3). A procedure similar to Sobel–Wald procedure is discussed and its asymptotic efficiency as compared with the best nonsequential ...
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Strategical Test — A Generalization of the Wald’s Sequential Test

1983
It is well known that the Wald’s sequential test terminates with probability one (and simultaneously is in some sense optimal) if a sampled sequence of random variables is independent and identically distributed (i.i.d.). In this paper we shall deal with the Wald’s sequential test constructed for a special sequence of dependent and unidentically ...
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On Extending the Optimality Region of Wald’s Test

Theory of Probability & Its Applications, 1980
Krylov, N. V., Miroshnichenko, T. P.
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Wald's Test as Applied to Hypotheses in Logit Analysis

Journal of the American Statistical Association, 1977
Walter W Hauck
exaly  

Modified Wald test for regression disturbances

Economics Letters, 1997
Maxwell L King
exaly  

A Reminder of the Fallibility of the Wald Statistic

American Statistician, 1996
Mitchell Gail   +2 more
exaly  

A Remark on the Theory of the Fisher-Welch-Wald Test

Theory of Probability & Its Applications, 1965
Linnik, Yu. V.   +2 more
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