Asymptotic optimality of double sequential mixture likelihood ratio test

DOI10.1080/00949655.2012.732578MaRDI QIDQ5219949zbMATH OpenOpenAlexFDO

Authors Lei Wang, Dongdong Xiang, Yan Li, Xiaolong Pu

Publication date 9 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.732578

zbMATH Keywords

mixture likelihood ratioasymptotically optimalSPRTfinite stopping time2-SPRT

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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Cites work

• scientific article; zbMATH DE number 51379 (Why is no real title available?)
• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• A Double Sequential Weighted Probability Ratio Test for One-Sided Composite Hypotheses
• A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison
• A class of asymptotically optimal sequential tests for composite hypotheses
• A simple comparision of mixture vs. nonanticipating estimation
• An efficient approximate solution to the Kiefer-Weiss problem
• Approximations to the expected sample size of certain sequential tests
• Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
• Likelihood Ratio Identities and Their Applications to Sequential Analysis
• Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
• Multivariate statistical process control using Lasso
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
• Optimality and almost optimality of mixture stopping rules
• Sequential Tests of Statistical Hypotheses
• Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
• Some Properties of Generalized Sequential Probability Ratio Tests
• Statistical Methods Related to the Law of the Iterated Logarithm
• The expected sample size of some tests of power one
• The weighted sequential likelihood ratio

Cited in

(1)

• A stable sequential multiple test for Koopman-Darmois family

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