Locally most powerful group-sequential tests with groups of observations of random size: finite horizon

DOI10.1134/S1995080218030162zbMath1394.62112OpenAlexW2800747283MaRDI QIDQ722296

D. Kharzeev

Publication date: 23 July 2018

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080218030162

zbMATH Keywords

optimal stoppinghypothesis testingsequential analysislocally most powerful testoptimal sequential tests

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Theory and applications of a new methodology for the random sequential probability ratio test
• Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives
• Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments
• Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole
• Locally most powerful sequential tests
• Information inequalities for characteristics of group-sequential test with groups of observations of random size
• Locally Most Powerful Sequential Tests of a Simple Hypothesis vs. One-Sided Alternatives for Independent Observations
• Convex Analysis

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