V.P. Marin, Ya.S. Grodzensky, N.E. Sadkovskaya

The effectiveness of optimum statistical sequential criteria for the technological processes control is researched if parameter has exponential distribution. This treatment allocation procedure is motivated by Kiefer-Wolfowitz's stochastic approximation procedure. We consider a power family of continuous stopping boundaries that are optimal in the sense that they minimize the average stopping time for the given overall Type I error rate and power. Comparison of properties of criteria is carried out by a method of mathematical modeling. Statistical modeling techniques have been used to develop improved estimation algorithms. The sequential criterion with the parabolic boundaries of accepting and rejection zones statistical hypothesis, which is the most saving in some cases was proposed.