Curtailed and Uniformly Most Powerful Sequential Tests
Eisenberg, Bennett ; Ghosh, B. K.
Ann. Statist., Tome 8 (1980) no. 1, p. 1123-1131 / Harvested from Project Euclid
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The final decision of a fixed-sample likelihood ratio test is often determined before the entire sample is taken. Such a test can be curtailed as soon as the final decision becomes obvious. The construction and properties of these curtailed tests are described. A particular class of such tests contains sequential tests which are uniformly most powerful. The asymptotic efficiency of this class is investigated.
Publié le : 1980-09-14
Classification:  Neyman-Pearson lemma,  likelihood ratio,  sequential tests,  curtailed tests,  weakly admissible,  exponential family,  62F05,  62L10 
@article{1176345149,
     author = {Eisenberg, Bennett and Ghosh, B. K.},
     title = {Curtailed and Uniformly Most Powerful Sequential Tests},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 1123-1131},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345149}
}

Eisenberg, Bennett; Ghosh, B. K. Curtailed and Uniformly Most Powerful Sequential Tests. Ann. Statist., Tome 8 (1980) no. 1, pp.  1123-1131. http://gdmltest.u-ga.fr/item/1176345149/