Consecutive Sequential Probability Ratio Tests of Multiple Statistical Hypotheses

arXiv1206.4007MaRDI QIDQ6233768FDOQ6233768

Authors: Xin-Jia Chen 

Publication date: 18 June 2012

Abstract: In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds for the probability of making wrong decisions are obtained for choosing appropriate parameters for the proposed tests. In the special case of testing two hypotheses, our tests reduce to Wald's sequential probability ratio tests.

This page was built for publication: Consecutive Sequential Probability Ratio Tests of Multiple Statistical Hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6233768)