Nearly optimal sequential tests of composite hypotheses (Q1110963): Difference between revisions
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Revision as of 03:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly optimal sequential tests of composite hypotheses |
scientific article |
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Nearly optimal sequential tests of composite hypotheses (English)
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1988
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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.
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Bayes sequential tests
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diffusion approximations
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Kullback-Leibler information
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generalized sequential likelihood ratio tests
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boundary crossing probabilities
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exponential families
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Asymptotic optimality
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