2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
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Publication:1242425
DOI10.1214/AOS/1176343407zbMATH Open0367.62099OpenAlexW2074073633MaRDI QIDQ1242425FDOQ1242425
Publication date: 1976
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343407
Cited In (30)
- CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid
- Minimax optimal sequential hypothesis tests for Markov processes
- Method of sequential mesh on Koopman-Darmois distributions
- Structure of sequential tests minimizing an expected sample size
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families
- The statistics of optimal decision making: exploring the relationship between signal detection theory and sequential analysis
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses
- Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
- Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
- The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion
- Asymptotically optimal multistage tests of simple hypotheses
- Asymptotically Optimal Sequential Design for Rank Aggregation
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Nearly optimal sequential tests of composite hypotheses revisited
- Direct computation of the performance of sequential procedures based on a sequence oft-statistics, with application to a confidence interval for μ/σ in a normal population
- Using an approximate Kiefer-Weiss solution for testing insect population densities
- Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
- A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
- A stable sequential multiple test for Koopman-Darmois family
- Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses
- Performance Analysis of Sequential Probability Ratio Test
- Multistage Tests of Multiple Hypotheses
- Efficient Adaptive Randomization and Stopping Rules in Multi-arm Clinical Trials for Testing a New Treatment
- A Double Sequential Weighted Probability Ratio Test for One-Sided Composite Hypotheses
- Asymptotic optimality of double sequential mixture likelihood ratio test
- Asymptotic design of symmetric triangular tests for the drift of brownian motion
- Existence of a minimax group sequential test
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