Date & Time: August 12, 2010, 15:30-16:30

Venue: Ramanujan Hall

Title: A Nonparametric Partially Sequential Test for Monitoring Phase-II Location under Pair-wise Dependence between Two Phases

Speaker: Dr. Amitava Mukherjee, Department of Mathematics and Mathematical Statistics, UmeƄ University, Sweden

Abstract: We introduce a nonparametric partially sequential test for monitoring the location parameter of a population at phase-II when a standard sample of pre-fixed size from phase-I population is available. We consider a typical pair-wise dependence between the samples from phase-I and phase-II. The entire problem is motivated from the statistical issues related to environmental monitoring. The proposed test is based on ranks and hence it is closely nonparametric in nature. We use an inverse sampling scheme for collecting samples in phase-II. Asymptotic distribution of the stopping variable is derived under suitable assumptions. We carry out detailed simulation studies to study the power performance of the proposed test. Some numerical findings obtained through Monte-Carlo studies are summarized graphically. The key advantage of the proposed method over traditional fixed sample size based tests is its quicker detection property with high precision. This helps us to save precious phase-II samples in various situations. We also provide a simple worked out example based on acidic precipitation data to illustrate our proposed procedure.