Existence of a minimax group sequential test

DOI10.1080/07474940008836450zbMath0964.62082OpenAlexW1493402156MaRDI QIDQ2706971

Peng Huang

Publication date: 19 July 2001

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940008836450

zbMATH Keywords

truncationerror probabilitiesKiefer-Weiss problemterminal decision

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Some Properties of Generalized Sequential Probability Ratio Tests
• Efficient group sequential tests with unpredictable group sizes
• An improved method for deriving optimal one-sided group sequential tests
• Optimal two-sided group sequential tests
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
• Sampling Plans Which Approximately Minimize the Maximum Expected Sample Size

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