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	A CLASS OF ASYMPTOTICALLY OPTIMAL SEQUENTIAL-TESTS FOR COMPOSITE HYPOTHESES
	CHEN, JD ; HICKERNELL, FJ
	1994
关键词	SEQUENTIAL TESTING COMPOSITE HYPOTHESES ASYMPTOTICALLY OPTIMAL STOCHASTIC PROCESS OF EXPONENTIAL TYPE
英文摘要	Suppose that X has density {f(x, theta)=exp(theta x-psi(theta)} (with respect to some measure nu), where theta is an element of (<(theta)under bar>, <(theta)over bar>, - infinity < less than or equal to <(theta)under bar> < <(theta)over bar> less than or equal to + infinity. Consider the problem of testing the hypothesis theta less than or equal to theta(0) against theta greater than or equal to theta(1) for some given theta(0) and theta(1) (<(theta)under bar> < theta(0) < theta(1) < <(theta)over bar>). A class of truncated sequential tests is introduced with type I and type II error probabilities not exceeding alpha and beta, respectively. The expected sample sizes of these tests are shown to be asymptotically minimal for all theta as alpha + beta down arrow 0.; Mathematics, Applied; Mathematics; SCI(E); 3; ARTICLE; 11; 1314-1324; 37
语种	英语
出处	SCI
出版者	science in china series a mathematics physics astronomy technological sciences
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/403088]
专题	数学科学学院
推荐引用方式 GB/T 7714	CHEN, JD,HICKERNELL, FJ. A CLASS OF ASYMPTOTICALLY OPTIMAL SEQUENTIAL-TESTS FOR COMPOSITE HYPOTHESES. 1994-01-01.

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