Bahadur optimality of sequential experiments for exponential families
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Publication:2266557
DOI10.1214/aos/1176346808zbMath0561.62071MaRDI QIDQ2266557
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346808
likelihood ratio statistic; asymptotic optimality; Bahadur efficiency; stopping times; general hypotheses for exponential families
60F10: Large deviations
62L10: Sequential statistical analysis
62F05: Asymptotic properties of parametric tests