Asymptotic Efficiency of Three-Stage Hypothesis Tests
Lorden, Gary
Ann. Statist., Tome 11 (1983) no. 1, p. 129-140 / Harvested from Project Euclid
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Multi-stage hypothesis tests are studied as competitors of sequential tests. A class of three-stage tests for the one-dimensional exponential family is shown to be asymptotically efficient, whereas two-stage tests are not. Moreover, in order to be asymptotically optimal, three-stage tests must mimic the behavior of sequential tests. Similar results are obtained for the problem of testing two simple hypotheses.
Publié le : 1983-03-14
Classification:  Multi-stage hypothesis test,  asymptotic efficiency,  62F05,  62L10 
@article{1176346064,
     author = {Lorden, Gary},
     title = {Asymptotic Efficiency of Three-Stage Hypothesis Tests},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 129-140},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346064}
}

Lorden, Gary. Asymptotic Efficiency of Three-Stage Hypothesis Tests. Ann. Statist., Tome 11 (1983) no. 1, pp.  129-140. http://gdmltest.u-ga.fr/item/1176346064/