A Double Sequential Weighted Probability Ratio Test for One-Sided Composite Hypotheses

DOI10.1080/03610926.2012.733474MaRDI QIDQ2864685zbMATH OpenOpenAlexFDO

Authors Lei Wang, Dongdong Xiang, Yan Li, Xiaolong Pu

Publication date 26 November 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.733474

zbMATH Keywords

mixture likelihood ratioexpected sample sizeSPRTfinite stopping time2-SPRTrelative mean index

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Recommendations

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• A class of asymptotically optimal sequential tests for composite hypotheses

Cites work

• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison
• An efficient approximate solution to the Kiefer-Weiss problem
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
• Multivariate statistical process control using Lasso
• Nearly optimal sequential tests of composite hypotheses
• Sequential Tests of Statistical Hypotheses
• Some Properties of Generalized Sequential Probability Ratio Tests

Cited in

(3)

• Trimmed Weighted Simes' Test for Two One‐Sided Hypotheses With Arbitrarily Correlated Test Statistics
• Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
• Asymptotic optimality of double sequential mixture likelihood ratio test

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