Existence of a minimax group sequential test

DOI10.1080/07474940008836450MaRDI QIDQ2706971zbMATH OpenOpenAlexFDO

Authors

Publication date 19 July 2001

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940008836450

zbMATH Keywords

error probabilitiesKiefer-Weiss problemterminal decisiontruncation

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Recommendations

• Optimal two-sided group sequential tests
• Information inequalities for characteristics of group-sequential test with groups of observations of random size
• Efficient group sequential tests with unpredictable group sizes
• Optimal group sequential tests with groups of random size
• Necessary conditions for minimax partially sequential truncated tests

Cites work

• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• An improved method for deriving optimal one-sided group sequential tests
• Efficient group sequential tests with unpredictable group sizes
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Optimal two-sided group sequential tests
• Sampling Plans Which Approximately Minimize the Maximum Expected Sample Size
• Some Properties of Generalized Sequential Probability Ratio Tests

Cited in

(1)

• Optimal two-sided group sequential tests

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