Minimax Sequential Tests for Many Composite Hypotheses. I

DOI10.1137/S0040585X97983237zbMATH Open1369.62087OpenAlexW4234387131MaRDI QIDQ3605046FDOQ3605046

Authors: Boris Brodsky, B. S. Darkhovskij 

Publication date: 19 February 2009

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

Full work available at URL: https://doi.org/10.1137/s0040585x97983237

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zbMATH Keywords

sequential testscomposite multihypothesis testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Minimax procedures in statistical decision theory (62C20)

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• A characterization of maximin tests for two composite hypotheses
• A characterization of a minimax test in the problem of testing two composite hypotheses

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