Optimal group sequential tests with groups of random size
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Abstract: We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent and their distributions are known, and that the groups are formed independently of the observations. We are concerned with a problem of testing a simple hypothesis against a simple alternative. For any (group-) sequential test, we take into account the following three characteristics: its type I and type II error probabilities and the average cost of observations. Under mild conditions, we characterize the structure of sequential tests minimizing the average cost of observations among all sequential tests whose type I and type II error probabilities do not exceed some prescribed levels.
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Cited in
(18)- On Bayesian group sequential sampling procedures
- Wald-Wolfowitz optimality of sequentially planned tests: Remarks and conjectures
- Information inequalities for characteristics of group-sequential test with groups of observations of random size
- Existence of a minimax group sequential test
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- Efficient group sequential tests with unpredictable group sizes
- A Comparison of the Cost‐efficiencies of the Sequential, Group‐sequential, and Variable‐sample‐size‐sequential Probability Ratio Tests
- Optimal two-sided group sequential tests
- A group sequential t-test with updating of sample size
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- Optimized group sequential test based on GB/T2828.1 (2012) and its application
- Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
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- Locally most powerful group-sequential tests with groups of observations of random size: finite horizon
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