Local Asymptotic Efficiency of a Sequential Probability Ratio Testfor d-Guarantee Discriminationof Composite Hypotheses
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Publication:4954357
DOI10.1137/S0040585X97976878zbMath0953.62078MaRDI QIDQ4954357
Andrey Novikov, Igor N. Volodin
Publication date: 6 June 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Wiener processasymptotic efficiencysequential testsBayesian paradigmregular statistical experimentsdiscrimination of composite hypothesesaverage size of observationsd-guaranteed-posteriori approachnecessary size of samplesstrict restrictions and risks
Related Items (5)
A sequential d-guaranteed test for distinguishing two interval hypotheses ⋮ On the d-posterior approach to the multiple testing problem ⋮ D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems ⋮ 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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