On a Problem of Sequential Hypothesis Testing

DOI10.1137/1128011MaRDI QIDQ3321275zbMATH OpenOpenAlexFDO

Authors Anatoly I. Yashin

Publication date 1984

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1128011

zbMATH Keywords

existence of optimal rulesmean of Wiener processsufficient conditions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cited in

(14)

• Approximate sequential test for the Behrens-Fisher problem
• Optimality of the CUSUM procedure in continuous time.
• On the power of some sequential multiple testing procedures
• A Method for Designing Three-Hypothesis Test Problems and Sequential Schemes
• A Bayesian sequential testing problem of three hypotheses for Brownian motion
• On the sequential testing problem for some diffusion processes
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• scientific article; zbMATH DE number 5183476 (Why is no real title available?)
• scientific article; zbMATH DE number 3917500 (Why is no real title available?)
• scientific article; zbMATH DE number 1936716 (Why is no real title available?)
• Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 4121246 (Why is no real title available?)
• scientific article; zbMATH DE number 1865421 (Why is no real title available?)
• Bayesian sequential testing with expectation constraints

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