Asymptotic Optimality of the Sequential d-Guaranty Test

DOI10.1137/1132050zbMath0658.62093OpenAlexW2044193179MaRDI QIDQ3806620

Andrey Novikov

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132050

zbMATH Keywords

asymptotic optimalityerror probabilitiesApproximationssequential probability ratio teststopping time distributionminimizing the average sample sizesequential d-guaranty test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (5)

On the d-posterior approach to the multiple testing problem ⋮ D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems ⋮ On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses ⋮ Estimation of the mean value for the normal distribution with constraints on \(d\)-risk ⋮ Asymptotic expansion of d-risks for hypothesis testing in Bernoulli scheme

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