On the optimality of differentiated SPR tests of composite hypotheses
type: Item
instance of: scholarly article
title: On the optimality of differentiated SPR tests of composite hypotheses
zbMATH Open document ID: 0612.62113
DOI: 10.1007/BF01897794
author: B. George
published in: Metrika
publication date: 1985-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/175982
review text: It is shown that differentiated SPR tests, which are limiting cases of ordinary SPR tests, are asymptotically optimal in a decision-theoretic formulation for composite hypotheses in one-parameter problems. Also some results are given connected with comparisons of different tests in this case.
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62C25
zbMATH DE Number: 3990690
zbMATH Keywords: sequential probability ratio test
zbMATH Keywords: efficiency
zbMATH Keywords: differentiated SPR tests
zbMATH Keywords: asymptotically optimal
zbMATH Keywords: composite hypotheses
zbMATH Keywords: one-parameter problems
MaRDI profile type: Publication
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OpenAlex ID: W2021267834
description: scientific article; zbMATH DE number 3990690