Optimal stopping rules for sequential hypothesis testing
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Publication:5111719
DOI10.4230/LIPICS.ESA.2017.32zbMATH Open1442.62181OpenAlexW2757789734MaRDI QIDQ5111719FDOQ5111719
Yasushi Kawase, Constantinos Daskalakis
Publication date: 27 May 2020
Full work available at URL: https://drops.dagstuhl.de/opus/volltexte/2017/7823/pdf/LIPIcs-ESA-2017-32.pdf/
Recommendations
Sequential statistical analysis (62L10) Randomized algorithms (68W20) Optimal stopping in statistics (62L15)
Cites Work
- Sequential analysis. Tests and confidence intervals
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Probability Inequalities for Sums of Bounded Random Variables
- Optimum Character of the Sequential Probability Ratio Test
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- Testing Poisson Binomial Distributions
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- The Power of Linear Estimators
- Estimation Following Sequential Tests
- Testing Probability Distributions using Conditional Samples
- An Automatic Inequality Prover and Instance Optimal Identity Testing
- Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests
- A Coincidence-Based Test for Uniformity Given Very Sparsely Sampled Discrete Data
- A Chasm Between Identity and Equivalence Testing with Conditional Queries
Cited In (6)
- Limit Distributions of Stopping Times in Sequential Testing of Hypotheses
- Selecting Stopping Rules for Confidence Interval Procedures
- Early Stopping for Sequential Restricted Tests of Binomial Distributions
- On the Bechhofer–Kulkarni Stopping Rule for Sequential Clinical Trials
- Finite-sample performance of absolute precision stopping rules
- Title not available (Why is that?)
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