Nearly optimal sequential tests of composite hypotheses (Q1110963): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176350840 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1975906700 / rank | |||
Normal rank | |||
Latest revision as of 22:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly optimal sequential tests of composite hypotheses |
scientific article |
Statements
Nearly optimal sequential tests of composite hypotheses (English)
0 references
1988
0 references
A unified approach to testing \(H_ 0:\) \(\theta \leq \theta_ 0\) vs \(H_ 1:\) \(\theta \geq \theta_ 1\) and H: \(\theta <\theta_ 0\) vs K: \(\theta >\theta_ 0\) in exponential families with pdf's exp(\(\theta\) x-\(\psi\) (\(\theta)\)) is presented. A new class of sequential tests is proposed. Asymptotic optimality, as the sampling cost tends to zero, is discussed.
0 references
Bayes sequential tests
0 references
diffusion approximations
0 references
Kullback-Leibler information
0 references
generalized sequential likelihood ratio tests
0 references
boundary crossing probabilities
0 references
exponential families
0 references
Asymptotic optimality
0 references
