On the optimality of differentiated SPR tests of composite hypotheses (Q1088351)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality of differentiated SPR tests of composite hypotheses |
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On the optimality of differentiated SPR tests of composite hypotheses (English)
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1985
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It is shown that differentiated SPR tests, which are limiting cases of ordinary SPR tests, are asymptotically optimal in a decision-theoretic formulation for composite hypotheses in one-parameter problems. Also some results are given connected with comparisons of different tests in this case.
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sequential probability ratio test
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efficiency
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differentiated SPR tests
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asymptotically optimal
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composite hypotheses
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one-parameter problems
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