Two-sided sequential tests

DOI10.1214/AOS/1176348539MaRDI QIDQ1192991zbMATH OpenOpenAlexFDO

Authors Eitan Greenshtein, Lawrence Brown

Publication date 27 September 1992

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

Full work available at URL https://doi.org/10.1214/aos/1176348539

zbMATH Keywords

Bayes riskBayes sequential procedurescomplete classmonotone proceduresone-parameter exponential familiestotal-positivity

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Statistical decision theory (62C99) Sequential statistical analysis (62L10)

Review text

Bayes sequential procedures for testing \(H_ 0: \theta=\theta_ 0\) vs \(H_ 1: \theta\neq\theta_ 0\) in one-parameter exponential families are discussed. The paper develops main ideas and solves some problems in the paper of the first author, \textit{A. Cohen} and \textit{W. E. Strawderman}, Ann. Stat. 7, 1222-1230 (1979; Zbl 0423.62060).

Recommendations

• Nearly optimal sequential tests of composite hypotheses
• Two-stage approach to Bayes sequential estimation in the exponential distribution
• scientific article; zbMATH DE number 3936289
• scientific article; zbMATH DE number 1330893
• A partial sequential t-test

Cited in

(3)

• Larry Brown's work on admissibility
• Monoitnicity of sequential bayes procedures in Some multi-Action Problems
• scientific article; zbMATH DE number 108313 (Why is no real title available?)

This page was built for publication: Two-sided sequential tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1192991)