Optimality and Almost Optimality of Mixture Stopping Rules
Pollak, Moshe
Ann. Statist., Tome 6 (1978) no. 1, p. 910-916 / Harvested from Project Euclid
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It is shown that for a test of a composite hypothesis on the parameter $\theta$ of an exponential family of distributions, mixture stopping rules are almost optimal with respect to certain criteria of optimality and a unique stopping rule is to be found among them which is optimal with respect to another type of optimality.
Publié le : 1978-07-14
Classification:  Optimality,  mixture stopping rules,  open ended tests,  ASN,  minimax,  Bayes,  optimal stopping,  exponential family,  Brownian motion,  62L10,  60G40,  62L05 
@article{1176344264,
     author = {Pollak, Moshe},
     title = {Optimality and Almost Optimality of Mixture Stopping Rules},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 910-916},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344264}
}

Pollak, Moshe. Optimality and Almost Optimality of Mixture Stopping Rules. Ann. Statist., Tome 6 (1978) no. 1, pp.  910-916. http://gdmltest.u-ga.fr/item/1176344264/