Nearly optimal sequential tests of composite hypotheses
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Publication:1110963
DOI10.1214/aos/1176350840zbMath0657.62088MaRDI QIDQ1110963
Publication date: 1988
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350840
exponential families; Kullback-Leibler information; diffusion approximations; Asymptotic optimality; boundary crossing probabilities; Bayes sequential tests; generalized sequential likelihood ratio tests
62L05: Sequential statistical design
62L10: Sequential statistical analysis
62L15: Optimal stopping in statistics
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