Nearly optimal sequential tests of composite hypotheses

DOI10.1214/AOS/1176350840zbMath0657.62088OpenAlexW1975906700MaRDI QIDQ1110963

Tze Leung Lai

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

zbMATH Keywords

exponential familiesKullback-Leibler informationdiffusion approximationsAsymptotic optimalityboundary crossing probabilitiesBayes sequential testsgeneralized sequential likelihood ratio tests

Mathematics Subject Classification ID

Sequential statistical design (62L05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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