A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
Publication:5089390
DOI10.1080/07474946.2022.2070212zbMath1493.62484arXiv2110.04802OpenAlexW3206201245MaRDI QIDQ5089390
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Publication date: 19 July 2022
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.04802
optimal stoppinghypothesis testingBernoulli trialssequential analysisoptimal sequential testsKiefer-Weiss problem
Parametric hypothesis testing (62F03) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Related Items (2)
Cites Work
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