An efficient approximate solution to the Kiefer-Weiss problem

DOI10.1214/aos/1176346081zbMath0521.62065OpenAlexW1974781959MaRDI QIDQ1055125

Michael D. Huffman

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346081

zbMATH Keywords

asymptotic solutionsasymptotic efficiencyexplicit methodKiefer-Weiss problemKoopman-Darmois family of densitiesone-sided sequential probability ratio teststesting mean of exponential density

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items (13)

ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* ⋮ Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families ⋮ A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population ⋮ A sequential procedure for deciding among three hypotheses ⋮ A stable sequential multiple test for Koopman-Darmois family ⋮ Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families ⋮ Degenerate-generalized likelihood ratio test for one-sided composite hypotheses ⋮ A heuristic approach for near optimal truncated sequential test of exponential distribution ⋮ Nearly optimal sequential tests of composite hypotheses revisited ⋮ Using an approximate Kiefer-Weiss solution for testing insect population densities ⋮ Method of sequential mesh on Koopman-Darmois distributions ⋮ Asymptotic optimality of double sequential mixture likelihood ratio test ⋮ A Double Sequential Weighted Probability Ratio Test for One-Sided Composite Hypotheses

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