An improved version of the optimality property of sequential probability ratio tests is described. Alternatives to error probabilities, as measurements of precision, are suggested.
Publié le : 1976-11-14
Classification:
Optimality,
sequential tests,
sequential proability ratio tests,
Kullback-Leibler information number,
error probabilities,
62L10
@article{1176343655,
author = {Simons, Gordon},
title = {An Improved Statement of Optimality for Sequential Probability Ratio Tests},
journal = {Ann. Statist.},
volume = {4},
number = {1},
year = {1976},
pages = { 1240-1243},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343655}
}
Simons, Gordon. An Improved Statement of Optimality for Sequential Probability Ratio Tests. Ann. Statist., Tome 4 (1976) no. 1, pp. 1240-1243. http://gdmltest.u-ga.fr/item/1176343655/