Bahadur optimality of sequential experiments for exponential families

DOI10.1214/AOS/1176346808zbMath0561.62071OpenAlexW2091811106MaRDI QIDQ2266557

Stavros Kourouklis

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346808

zbMATH Keywords

likelihood ratio statisticasymptotic optimalityBahadur efficiencystopping timesgeneral hypotheses for exponential families

Mathematics Subject Classification ID

Large deviations (60F10) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

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