Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses

DOI10.1080/07474946.2011.619106zbMath1228.62097OpenAlexW2029905134MaRDI QIDQ3106541

Boris S. Darkhovsky

Publication date: 28 December 2011

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

Full work available at URL: https://doi.org/10.1080/07474946.2011.619106

zbMATH Keywords

composite hypothesesminimax-Bayesian problem statement

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (4)

Sequential Bonferroni Methods for Multiple Hypothesis Testing with Strong Control of Family-Wise Error Rates I and II ⋮ Sequential probability ratio test for skew normal distribution ⋮ Degenerate-generalized likelihood ratio test for one-sided composite hypotheses ⋮ Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential testing of two composite statistical hypotheses
• Sequential change-point detection for mixing random sequences under composite hypotheses
• Nearly optimal sequential tests of composite hypotheses
• Asymptotic optimality of invariant sequential probability ratio tests
• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• Nearly-optimal sequential tests for finitely many parameter values
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Some Properties of Generalized Sequential Probability Ratio Tests
• Sequential Testing for Several Signals in Gaussian White Noise
• A Sequential Procedure for Testing Many Composite Hypotheses
• Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
• Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
• Information bounds and quick detection of parameter changes in stochastic systems
• ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
• A sequential procedure for multihypothesis testing
• Lower Bounds for Average Sample Number of Sequential Multihypothesis Tests
• Sequential tests of composite hypotheses
• Optimum Character of the Sequential Probability Ratio Test
• Sequential Tests of Statistical Hypotheses

This page was built for publication: Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses