Optimal sequential multiple hypothesis tests

zbMath1167.62453arXiv0811.1297MaRDI QIDQ3637509

Andrey Novikov

Publication date: 10 July 2009

Full work available at URL: https://arxiv.org/abs/0811.1297

zbMATH Keywords

hypothesis testingsequential analysismultiple hypothesesdependent observationsdiscrete-time stochastic processoptimal sequential testBayes sequential test

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)

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Cites Work

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• Locally most powerful sequential tests
• Some Properties of Generalized Sequential Probability Ratio Tests
• Structure of sequential tests minimizing an expected sample size
• Testing Statistical Hypotheses
• On Sequential Tests Which Minimize the Maximum Expected Sample Size

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