Sequential testing of two composite statistical hypotheses

DOI10.1134/S0005117906090104MaRDI QIDQ885752zbMATH OpenFDO

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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