Nearly Minimax One-Sided Mixture-Based Sequential Tests

zbMath1273.62189arXiv1110.0902MaRDI QIDQ3165893

Alexander G. Tartakovsky, Georgios Fellouris

Publication date: 19 October 2012

Full work available at URL: https://arxiv.org/abs/1110.0902

zbMATH Keywords

asymptotic optimalityone-sided sequential testspower one testsminimax testsmixtures rulesopen-ended tests

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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Minimax optimal sequential hypothesis tests for Markov processes

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