Asymptotic Efficiencies of Sequential Tests II
نویسندگان
چکیده
منابع مشابه
Multihypothesis Sequential Probability Ratio Tests , Part Ii : Accurate Asymptotic Expansions for the Expected Sample
{ In a companion paper 13], we proved that two speciic constructions of mul-tihypothesis sequential tests, which we refer to as Multihypothesis Sequential Probability Ratio Tests (MSPRT's), are asymptotically optimal as the decision risks (or error probabilities) go to zero. The MSPRT's asymptotically minimize not only the expected sample size but also any positive moment of the stopping time d...
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In a companion paper [13], we proved that two specific constructions of multihypothesis sequential tests, which we refer to as Multihypothesis Sequential Probability Ratio Tests (MSPRT’s), are asymptotically optimal as the decision risks (or error probabilities) go to zero. The MSPRT’s asymptotically minimize not only the expected sample size but also any positive moment of the stopping time di...
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It is known that certain combinations of one-sided sequential probability ratio tests are asymptotically optimal (relative to the expected sample size) for problems involving a nite number of possible distributions when probabilities of errors tend to zero and observations are independent and identically distributed according to one of the underlying distributions. The objective of this paper i...
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{ The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequential probability ratio test (SPRT), and are referred to as MSPRT's. The rst test is motivated by Bayesian optimality arguments, while the second one corresponds to a generalized likelihood ratio test. It i...
متن کاملMultihypothesis Sequential Probability Ratio Tests , Part I : Asymptotic
{ The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequential probability ratio test (SPRT), and are referred to as MSPRT's. The rst test is motivated by Bayesian optimality arguments, while the second one corresponds to a generalized likelihood ratio test. It i...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1978
ISSN: 0090-5364
DOI: 10.1214/aos/1176344254