Sequential multiple hypothesis testing in presence of control variables

zbMath1165.62053arXiv0812.2712MaRDI QIDQ3637560

Andrey Novikov

Publication date: 13 July 2009

Full work available at URL: https://arxiv.org/abs/0812.2712

zbMATH Keywords

optimal controlBayesoptimal stoppingindependent observationssequential analysiscontrol variablemultiple hypothesesoptimal decisionsequential probability ratio testsequential hypothesis testingoptimal sequential testing procedure

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Statistical decision theory (62C99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (3)

A numerical approach to sequential multi-hypothesis testing for Bernoulli model ⋮ Unnamed Item ⋮ CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

Cites Work

• Guaranteed statistical inference procedures (determination of the optimal sample size)
• Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole
• Optimal sequential multiple hypothesis tests
• Structure of sequential tests minimizing an expected sample size
• Optimal Stopping and Experimental Design
• Optimum Character of the Sequential Probability Ratio Test
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