Sequential testing of two composite statistical hypotheses

DOI10.1134/S0005117906090104MaRDI QIDQ885752zbMATHFDO

Authors B. S. Darkhovskij

Publication date 14 June 2007

Published in Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Cites work

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• scientific article; zbMATH DE number 3211284 (Why is no real title available?)
• scientific article; zbMATH DE number 3103042 (Why is no real title available?)
• ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
• Nearly optimal sequential tests of composite hypotheses
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Sequential analysis. Tests and confidence intervals
• Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
• Sequential tests of composite hypotheses
• Some Properties of Generalized Sequential Probability Ratio Tests

Cited in

(9)

• A Double Sequential Weighted Probability Ratio Test for One-Sided Composite Hypotheses
• Almost optimal sequential tests of discrete composite hypotheses
• Bayesian sequential composite hypothesis testing in discrete time
• Optimal sequential tests for testing two composite and multiple simple hypotheses
• scientific article; zbMATH DE number 3932241 (Why is no real title available?)
• Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data
• scientific article; zbMATH DE number 3896137 (Why is no real title available?)
• A Sequential Procedure for Testing Many Composite Hypotheses
• scientific article; zbMATH DE number 4052843 (Why is no real title available?)

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