Bahadur optimality of sequential experiments for exponential families (Q2266557)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bahadur optimality of sequential experiments for exponential families |
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Bahadur optimality of sequential experiments for exponential families (English)
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1984
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The concept of Bahadur efficiency was extended to sequential analysis by \textit{R. M. Berk} and \textit{L. D. Brown} [ibid. 6, 567-581 (1978; Zbl 0403.62055)] who showed optimality of certain modifications of the likelihood ratio statistic for one-sided hypotheses about the mean of a normal distribution. In this paper, the result of Berk and Brown is generalized to general hypotheses for exponential families.
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asymptotic optimality
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stopping times
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Bahadur efficiency
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likelihood ratio statistic
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general hypotheses for exponential families
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