A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis
From MaRDI portal
Publication:4297833
DOI10.1080/07474949408836296zbMath0816.62063OpenAlexW2010689502MaRDI QIDQ4297833
Publication date: 4 July 1994
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949408836296
indifference zoneKullback-Leibler informationgeneralized likelihood ratio statisticsBayes risk efficiencyboundary crossing probabilitiesmultiparameter exponential familiessequential likelihood ratio testsHoeffding's lower bound
Related Items
Likelihood Ratio Identities and Their Applications to Sequential Analysis ⋮ Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses ⋮ Modern sequential analysis and its applications to computerized adaptive testing ⋮ Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis ⋮ Nearly optimal sequential tests of composite hypotheses revisited ⋮ Sequential tests of multiple hypotheses controlling type I and II familywise error rates ⋮ Optimal stopping for Brownian motion with applications to sequential analysis and option pricing ⋮ Effect of bivariate data's correlation on sequential tests of circular error probability
Cites Work
- Unnamed Item
- Approximations to Bayesian sequential tests of composite hypotheses
- Boundary crossing problems for sample means
- Nearly optimal sequential tests of composite hypotheses
- Importance sampling in the Monte Carlo study of sequential tests
- Some Properties of Generalized Sequential Probability Ratio Tests
- Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
- On the bayes risk incurred by using asymptotic shapes
- Structure of sequential tests minimizing an expected sample size
- Asymptotic Shapes of Bayes Sequential Testing Regions
- Asymptotically Optimum Properties of Certain Sequential Tests