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

DOI10.1080/03610926.2012.733474zbMATH Open1462.62508OpenAlexW1991619295MaRDI QIDQ2864685FDOQ2864685

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

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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)

Cites Work

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

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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