Optimal stopping and sequential tests which minimize the maximum expected sample size
From MaRDI portal
Publication:2560697
DOI10.1214/aos/1176342461zbMath0261.62062OpenAlexW2062491378MaRDI QIDQ2560697
Publication date: 1973
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176342461
Related Items
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 ⋮ Hypothesis testing for Markov chain Monte Carlo ⋮ Approximating boundary crosing probabilities with applications to sequential tests ⋮ Assurance test and its equivalent truncated sequential test ⋮ The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion ⋮ A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population ⋮ Performance Analysis of Sequential Probability Ratio Test ⋮ Sequential testing of two composite statistical hypotheses ⋮ On optimal stopping with concave costs of observation ⋮ Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Degenerate-generalized likelihood ratio test for one-sided composite hypotheses ⋮ Generalization of a lemma of kiefer and weiss for the case of sequentially planned decision problems with more than two hypotheses ⋮ Asymptotic design of symmetric triangular tests for the drift of brownian motion ⋮ Existence of a minimax group sequential test ⋮ A heuristic approach for near optimal truncated sequential test of exponential distribution ⋮ Asymptotically optimal methods for sequential testing of composite hypotheses ⋮ Asymptotics of the boundaries in one non-linear optimal stopping problem ⋮ Optimal two-stage group-sequential designs ⋮ Method of sequential mesh on Koopman-Darmois distributions ⋮ Bounds for optimal stopping regions in problems with nonlinear costs of observations ⋮ Structure of sequential tests minimizing an expected sample size ⋮ Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses
