Sankhya: The Indian Journal of Statistics

2000, Volume 62, Series A, Pt. 1, pp. 40--48

AN ALTERNATIVE TEST ON BERNOULLI SUCCESS PROBABILITY

By

UTTAM BANDYOPADHYAY, University of Calcutta, Calcutta

and

ATANU BISWAS, Indian Statistical Institute, Calcutta

SUMMARY. This paper provides a test procedure for the problem of testing on Bernoulli success probability in case of costly trials. The proposed test is based on a sampling scheme which we call `randomized play-the-looser' rule. Some exact and asymptotic results related to the test are studied.

AMS (1991) subject classification. Primary 62F03; secondary 62L05.

Key words and phrases. Randomized play-the-looser rule; Urn model; Power per unit sample; Asymptotic power.

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