A sharp necessary condition for admissibility of sequential tests - necessary and sufficient conditions for admissibility of SPRT's

DOI10.1214/AOS/1176346169zbMATH Open0539.62093OpenAlexW2072322227MaRDI QIDQ794124FDOQ794124

Authors: Arthur Cohen, Ester Samuel-Cahn, Lawrence Brown 

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346169

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zbMATH Keywords

Wiener processriskstopping rulemonotonesequential probability ratio testnecessary and sufficient conditions for admissibility

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential statistical methods (62L99) Admissibility in statistical decision theory (62C15)

Cited In (8)

• Simple sufficient condition for inadmissibility of Moran's single-split test
• A note on weak admissibility of the sequential probability eatio test
• Exact computation for some sequential tests
• Larry Brown's work on admissibility
• Title not available (Why is that?)
• Extended optimality of sequential probability ratio tests
• Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
• An sprt can be bayes with respect to four-point priors

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