Locally Most Powerful Sequential Tests of a Simple Hypothesis vs. One-Sided Alternatives for Independent Observations

DOI10.1137/S0040585X97985492zbMath1349.62370arXiv1004.4391OpenAlexW2964037576MaRDI QIDQ4925382

P. A. Novikov, Andrey Novikov

Publication date: 12 June 2013

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

Full work available at URL: https://arxiv.org/abs/1004.4391

zbMATH Keywords

sequential analysissequential testlocally most powerful teststatistical hypothesis testingone-sided alternativeoptimal sequential decision

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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