On the optimality of differentiated SPR tests of composite hypotheses

DOI10.1007/BF01897794zbMath0612.62113OpenAlexW2021267834MaRDI QIDQ1088351

B. George

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175982

zbMATH Keywords

efficiencyasymptotically optimalcomposite hypothesessequential probability ratio testdifferentiated SPR testsone-parameter problems

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Sequential statistical analysis (62L10) Compound decision problems in statistical decision theory (62C25)

Related Items (1)

A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Comparing sequential and non-sequential tests
• Locally most powerful sequential tests
• On a conjecture about the limiting minimal efficiency of sequential tests
• The asymptotic minimax character of sequential binomial and sign tests
• Sequential Design of Experiments
• Minimax Sequential Tests of Some Composite Hypotheses
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Weak Convergence of Probability Measures on the Function Space $C\lbrack 0, \infty)$
• Existence, Uniqueness and Monotonicity of Sequential Probability Ratio Tests
• Asymptotically Optimum Sequential Inference and Design
• Sequential Tests of Statistical Hypotheses

This page was built for publication: On the optimality of differentiated SPR tests of composite hypotheses