Structure of sequential tests minimizing an expected sample size

DOI10.1007/BF00587355zbMath0407.62055OpenAlexW2036791673MaRDI QIDQ4194320

Gary Lorden

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00587355

zbMATH Keywords

Sequential Probability Ratio TestsKoopmann-Darmois FamilyMinimizing Sample SizeStructure of Optimal Tests

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items (15)

ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* ⋮ Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families ⋮ A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis ⋮ A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population ⋮ Optimal group sequential tests with groups of random size ⋮ Optimal sequential multiple hypothesis tests ⋮ Sequential multiple hypothesis testing in presence of control variables ⋮ A numerical approach to sequential multi-hypothesis testing for Bernoulli model ⋮ Unnamed Item ⋮ Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families ⋮ Unnamed Item ⋮ Sequential hypothesis tests under random horizon ⋮ Optimal multistage sequential hypothesis testing ⋮ Optimal Sequential Tests for Two Simple Hypotheses ⋮ Remark on the modified kiefeer-weiss problem for exponntial families

Cites Work

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• An improved statement of optimality for sequential probability ratio tests
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• A Combinatorial Lemma and Its Application to Probability Theory
• Some Properties of Generalized Sequential Probability Ratio Tests
• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• Optimum Properties and Admissibility of Sequential Tests
• On the Optimality of Sequential Probability Ratio Tests
• Existence, Uniqueness and Monotonicity of Sequential Probability Ratio Tests
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
• Optimum Character of the Sequential Probability Ratio Test

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