ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*

DOI10.1081/SQA-120016301zbMATH Open1040.62069OpenAlexW2004506537MaRDI QIDQ4804480FDOQ4804480

Authors: Tze Leung Lai 

Publication date: 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120016301

Recommendations

• scientific article; zbMATH DE number 1057567
• Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
• Nearly optimal sequential tests of composite hypotheses revisited
• Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses
• Almost optimal sequential tests of discrete composite hypotheses

zbMATH Keywords

dependent observationsKiefer-Weiss problemBayes sequential tests

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Title not available (Why is that?)
• Asymptotic optimality of invariant sequential probability ratio tests
• Optimum Character of the Sequential Probability Ratio Test
• Sequential Tests of Statistical Hypotheses
• Nearly optimal sequential tests of composite hypotheses
• Asymptotic Shapes of Bayes Sequential Testing Regions
• A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
• Title not available (Why is that?)
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Title not available (Why is that?)
• Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
• An efficient approximate solution to the Kiefer-Weiss problem
• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• Some Properties of Generalized Sequential Probability Ratio Tests
• A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test
• Asymptotically Optimum Properties of Certain Sequential Tests
• Integrated Risk of Asymptotically Bayes Sequential Tests
• Sequential Tests for the Mean of a Normal Distribution II (Large $t$)
• Sequential Test for the Mean of a Normal Distribution III (Small $t$)
• Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
• A nonlinear renewal theory with applications to sequential analysis II
• Asymptotically Optimum Sequential Inference and Design
• Boundary crossing problems for sample means
• Numerical Solutions for Bayes Sequential Decision Problems
• Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives
• On r-quick convergence and a conjecture of Strassen
• Title not available (Why is that?)
• An improved statement of optimality for sequential probability ratio tests
• Structure of sequential tests minimizing an expected sample size
• On the asymptotic shape of Bayesian sequential tests of \(\theta \leq 0\) versus \(\theta > 0\) for exponential families
• A Second-Order Approximation to Optimal Sampling Regions

Cited In (9)

• On the Asymptotic Behavior of Characteristics of the Sequential Likelihood Ratio Test
• Optimal sequential tests for testing two composite and multiple simple hypotheses
• Likelihood Ratio Identities and Their Applications to Sequential Analysis
• Title not available (Why is that?)
• When is the generalized likelihood ratio test optimal?
• Sequential testing of two composite statistical hypotheses
• Title not available (Why is that?)
• Group sequential testing under instrumented difference-in-differences approach
• Asymptotic optimality of the wald sequential test

This page was built for publication: ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4804480)