On the optimality of differentiated SPR tests of composite hypotheses

DOI10.1007/BF01897794zbMath0612.62113MaRDI QIDQ1088351

B. George

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175982

zbMATH Keywords

efficiency; asymptotically optimal; composite hypotheses; sequential probability ratio test; differentiated SPR tests; one-parameter problems

Mathematics Subject Classification ID

62C20: Minimax procedures in statistical decision theory

62L10: Sequential statistical analysis

62C25: Compound decision problems in statistical decision theory