Two-Sided Sequential Tests
Brown, Lawrence D. ; Greenshtein, Eitan
Ann. Statist., Tome 20 (1992) no. 1, p. 555-561 / Harvested from Project Euclid
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Let $X_i$ be i.i.d. $X_i \sim F_\theta$. For some parametric families $\{F_\theta\}$, we describe a monotonicity property of Bayes sequential procedures for the decision problem $H_0: \theta = 0$ versus $H_1: \theta \neq 0$. A surprising counterexample is given in the case where $F_\theta$ is $N(\theta, 1)$.
Publié le : 1992-03-14
Classification:  Sequential testing,  total-positivity,  complete class,  monotone procedures,  62L10,  62C99 
@article{1176348539,
     author = {Brown, Lawrence D. and Greenshtein, Eitan},
     title = {Two-Sided Sequential Tests},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 555-561},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348539}
}

Brown, Lawrence D.; Greenshtein, Eitan. Two-Sided Sequential Tests. Ann. Statist., Tome 20 (1992) no. 1, pp.  555-561. http://gdmltest.u-ga.fr/item/1176348539/