Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families
DOI10.1080/07474946.2023.2193602OpenAlexW4377691981MaRDI QIDQ6166465
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Publication date: 6 July 2023
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2023.2193602
optimal stoppinghypothesis testingexponential familysequential analysisoptimal sequential testsKiefer-Weiss problem
Parametric hypothesis testing (62F03) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Cites Work
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- Optimal stopping and sequential tests which minimize the maximum expected sample size
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- Optimal Sequential Tests for Two Simple Hypotheses
- Structure of sequential tests minimizing an expected sample size
- Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
- A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
- The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion
- On Sequential Tests Which Minimize the Maximum Expected Sample Size
- Sampling Plans Which Approximately Minimize the Maximum Expected Sample Size
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