Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
DOI10.1080/07474946.2022.2109673OpenAlexW4307699025WikidataQ115550915 ScholiaQ115550915MaRDI QIDQ5058152
No author found.
Publication date: 19 December 2022
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2022.2109673
optimal stoppinghypothesis testingexponential familysequential analysisoptimal sequential testsKiefer-Weiss problem
Parametric hypothesis testing (62F03) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Related Items (3)
Uses Software
Cites Work
- An efficient approximate solution to the Kiefer-Weiss problem
- Using an approximate Kiefer-Weiss solution for testing insect population densities
- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- Optimal stopping and sequential tests which minimize the maximum expected sample size
- Some Properties of Generalized Sequential Probability Ratio Tests
- Optimal Sequential Tests for Two Simple Hypotheses
- Structure of sequential tests minimizing an expected sample size
- Remark on the modified kiefeer-weiss problem for exponntial families
- A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
- Optimal group sequential tests with groups of random size
- The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion
- On Sequential Tests Which Minimize the Maximum Expected Sample Size
- Sampling Plans Which Approximately Minimize the Maximum Expected Sample Size
This page was built for publication: Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
