scientific article; zbMATH DE number 3757549
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Publication:3940686
large-sample theoryWald sequential estimation proceduresWald fundamental identitytwo-stage proceduressufficiencysequential probability ratio testsequential likelihood ratio test proceduresoperating characteristic functionnonparametric confidence intervalsmulti-variate normal populationsminimax estimationlocally most powerful testsasymptotically optimal Bayes proceduresk-decision problemsinvariant proceduresfixed-width sequential confidence intervalsdouble samplingCramer-Rao lower boundsconsistencycomposite hypothesescompletenessBayes sequential proceduresaverage sample number
Cited in
(11)- Stopping times of one-sample rank order sequential probability ratio tests
- Random stopping sets in a sequential analysis of random measures and fields
- A statistical approach to adaptive problem solving
- BAYES STOPPING RULES IN A CHANGE-POINT MODEL WITH A RANDOM HAZARD RATE
- SPRT Fixed Length Confidence Intervals
- Principles of Optimal Sequential Planning
- Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments
- An objective Bayesian approach to multistage hypothesis testing
- Sequential Plans and Risk Evaluation
- A Tutorial on the Practical Use and Implication of Complete Sufficient Statistics
- Theory and applications of a new methodology for the random sequential probability ratio test
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