Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
DOI10.1080/07474946.2022.2109673OpenAlexW4307699025WikidataQ115550915 ScholiaQ115550915MaRDI QIDQ5058152FDOQ5058152
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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
hypothesis testingsequential analysisexponential familyoptimal stoppingoptimal sequential testsKiefer-Weiss problem
Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
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- 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
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