Nearly optimal sequential tests of composite hypotheses (Q1110963)

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.