School of Finance and Statistics, East China Normal University, No. 500 Dongchuan Road, Shanghai 200241, China
Copyright © 2010 Yan Li and Xiaolong Pu. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
As a helpful guide for applications, the alternative hypotheses
of the three-hypothesis test problems are designed under the required error probabilities and
average sample number in this paper. The asymptotic formulas and the proposed
numerical quadrature formulas are adopted, respectively, to obtain the hypothesis
designs and the corresponding sequential test schemes under the Koopman-Darmois
distributions. The example of the normal mean test shows that our methods are
quite efficient and satisfactory for practical uses.