Let $p$ be the probability of any event in repeated independent trials. Sequential tests of the composite hypothesis $p \leqq p_0$ against the composite hypothesis $p > p_0$ are proposed, which asymptotically minimize the maximum risk when the cost of experimentation tends to zero, if the loss depends only on $p$ and satisfies some natural regularity conditions. Asymptotic power, expected sample size and risk of the tests are also given.
Publié le : 1973-11-14
Classification:
62,
45,
Sequential tests,
asymptotically minimax,
sign test,
binomial test
@article{1176342562,
author = {Holm, Sture},
title = {The Asymptotic Minimax Character of Sequential Binomial and Sign Tests},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 1139-1148},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342562}
}
Holm, Sture. The Asymptotic Minimax Character of Sequential Binomial and Sign Tests. Ann. Statist., Tome 1 (1973) no. 2, pp. 1139-1148. http://gdmltest.u-ga.fr/item/1176342562/