Sequential Procedure of Testing Composite Hypotheses with Applications to the Kiefer–Weiss Problem

DOI10.1137/1135036zbMath0723.62043OpenAlexW2067920542MaRDI QIDQ3210730

I. V. Pavlov

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135036

zbMATH Keywords

exponential familiesregularity conditionsKiefer-Weiss problemdistribution of independent random variablesminimal average sample sizesequential testing of several composite hypotheses

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items

Likelihood Ratio Identities and Their Applications to Sequential Analysis ⋮ Adaptive likelihood ratio approaches for the detection of space-time disease clusters ⋮ Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses ⋮ The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion ⋮ Sequential Joint Detection and Estimation ⋮ Minimax optimal sequential hypothesis tests for Markov processes ⋮ Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis ⋮ Nearly optimal sequential tests of composite hypotheses revisited ⋮ Asymptotically optimal sequential tests for nonhomogeneous processes