A numerical approach to sequential multi-hypothesis testing for Bernoulli model

DOI10.1080/07474946.2023.2215825arXiv2212.05151OpenAlexW4384936139WikidataQ122415817 ScholiaQ122415817MaRDI QIDQ6113029

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Publication date: 8 August 2023

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.05151

zbMATH Keywords

MSPRToptimal stoppinghypothesis testingsequential analysismultiple hypothesesSPRToptimal sequential tests

Mathematics Subject Classification ID

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)

Cites Work

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• Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
• A Simplex Method for Function Minimization
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
• Optimum Character of the Sequential Probability Ratio Test

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