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Bahadur optimality of sequential experiments for exponential families (Q2266557)

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scientific article
Language Label Description Also known as
English
Bahadur optimality of sequential experiments for exponential families
scientific article

    Statements

    title
    Bahadur optimality of sequential experiments for exponential families (English)
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    author
    Stavros Kourouklis
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    publication date
    1984
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    review text
    The concept of Bahadur efficiency was extended to sequential analysis by \textit{R. M. Berk} and \textit{L. D. Brown} [ibid. 6, 567-581 (1978; Zbl 0403.62055)] who showed optimality of certain modifications of the likelihood ratio statistic for one-sided hypotheses about the mean of a normal distribution. In this paper, the result of Berk and Brown is generalized to general hypotheses for exponential families.
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    zbMATH Keywords
    asymptotic optimality
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    stopping times
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    Bahadur efficiency
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    likelihood ratio statistic
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    general hypotheses for exponential families
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    reviewed by
    Albrecht Irle
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62F05
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    60F10
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    zbMATH DE Number
    3894309
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    OpenAlex ID
    W2091811106
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