Comparing Sequential and Non-Sequential Tests
Berk, Robert H.
Ann. Statist., Tome 3 (1975) no. 1, p. 991-998 / Harvested from Project Euclid
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Sequential tests for one-sided hypotheses are compared, asymptotically, with non-sequential counterparts. An analog of Pitman efficiency is obtained, as is another comparison that has no purely non-sequential analog. With these methods of comparison, the limiting relative efficiency of the sequential test is never less than one and for most parameter values, it is infinite. An asymptotic notion of minimal relative efficiency is also considered.
Publié le : 1975-07-14
Classification:  Sequential analysis,  sequential test,  limiting relative efficiency,  limiting minimal efficiency,  Pitman efficiency,  gambler's ruin,  62L10,  62F05,  62F20,  62E20,  60G40 
@article{1176343202,
     author = {Berk, Robert H.},
     title = {Comparing Sequential and Non-Sequential Tests},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 991-998},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343202}
}

Berk, Robert H. Comparing Sequential and Non-Sequential Tests. Ann. Statist., Tome 3 (1975) no. 1, pp.  991-998. http://gdmltest.u-ga.fr/item/1176343202/