On the asymptotic formula for the probability of a type I error of mixture type power one tests

DOI10.1214/AOS/1176350047zbMath0606.62085OpenAlexW2025726937MaRDI QIDQ1084817

Moshe Pollak

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176350047

zbMATH Keywords

stopping timetype I errorlattice distributionnonlinear renewal theorysignificance levelnonlatticeone-parameter exponential familymixture type power one testsopen-ended test

Mathematics Subject Classification ID

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

Related Items (4)

Likelihood Ratio Identities and Their Applications to Sequential Analysis ⋮ A simple comparision of mixture vs. nonanticipating estimation ⋮ Retrospective Parametric Tests for Homogeneity of Data ⋮ Nonparametric AMOC Changepoint Tests for Stochastically Ordered Alternatives

This page was built for publication: On the asymptotic formula for the probability of a type I error of mixture type power one tests