Almost optimal sequential tests of discrete composite hypotheses

It is shown that both sequential tests have several asymptotic optimality properties as error probabilities go to zero. First, for any weights, ...

ALMOST OPTIMAL SEQUENTIAL TESTS OF DISCRETE ...

Abstract: We consider the problem of sequentially testing a simple null hypothesis,. H0, versus a composite alternative hypothesis, H1, that consists of a ...

ALMOST OPTIMAL SEQUENTIAL TESTS OF DISCRETE ... - jstor

Ho, versus a composite alternative hypothesis, Hi, that consists of a fi densities. We study sequential tests that are based on thresholding of m.

Almost Optimal Sequential Tests of Discrete Composite Hypotheses

It is shown that both sequential tests have several asymptotic optimality properties as error probabilities go to zero. First, for any weights, ...

Almost optimal sequential tests of discrete composite hypotheses

We consider the problem of sequentially testing a simple null hypothesis, H0, versus a composite alternative hypothesis, H1, that consists of a finite set ...

Nearly Optimal Sequential Tests of Composite Hypotheses - jstor

The theory of optimal sequential tests of composite hypotheses, however, is ... normal case and is based on replacing the discrete-time stopping problem by a.

Nearly Optimal Sequential Tests of Composite Hypotheses Revisited1

We are interested in the following general discrete-time multihypothesis model with composite hypotheses. Let (Ω,F,Fn,Pθ), n ∈ {1,2,...}, be a filtered ...

Nearly Optimal Sequential Tests of Composite Hypotheses Revisited

PDF | We revisit the problem of sequential testing composite hypotheses, considering multiple hypotheses and very general non-i.i.d. ...

Almost Optimal Sequential Tests Of Discrete Composite Hypotheses ...

Georgios Fellouris,Alexander G. Tartakovsky, Almost Optimal Sequential Tests Of Discrete Composite Hypotheses, ,,pb,0.00,hb,09.99,eb,,de,,sd,,,

Almost optimal sequential tests of discrete composite hypotheses

We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite ...

Cited by: Alexander G. Tartakovsky“Nearly optimal sequential tests ...

Tomer Gafni, Benjamin Wolff, Guy Revach, Nir Shlezinger, Kobi Cohen, “Anomaly Search Over Discrete Composite Hypotheses in Hierarchical Statistical Models”, ...

Minimax optimal sequential hypothesis tests for Markov processes

tests. Sequential Anal. 31 297–325. MR2958638. [19] FELLOURIS, G. and TARTAKOVSKY, A. G. (2013). Almost optimal sequential tests of discrete composite.

Minimax Sequential Tests for Many Composite Hypotheses. I

Sequential tests are found which use a minimax procedure on parametric sets for sequential likelihood ratio and are asymptotically optimal: the a priori lower ...

Optimal Sequential Tests for Two Simple Hypotheses - ResearchGate

version, to the Bayesian sequential testing of two composite hypotheses, and to optimal sequential tests for discrete-time Markov processes. In Section 5 ...

Bayesian Sequential Composite Hypothesis Testing in Discrete Time

It turns out that the statistical problem (1.1) can be reduced to an optimal stopping problem in terms of the posterior probability process Πn := P(Θ = θ2|Fn), ...

Nearly Optimal Tests When a Nuisance Parameter Is Present Under ...

KEYWORDS: Least favorable distribution, composite hypothesis, maximin tests. 1. INTRODUCTION. CONSIDER A STATISTICAL HYPOTHESIS TEST concerning a parameter θ =.

Sequential Procedure of Testing Composite Hypotheses with ...

Tze Leung Lai, Optimal stopping and sequential tests which minimize the maximum expected sample size, Ann. Statist., 1 (1973), 659–673.

bayesian sequential composite hypothesis testing in discrete time

For a large class of model specifications, the cost function is non-decreasing in time, and the optimal stopping boundaries are thus monotone. 1 ...

Sequential Multiple Hypothesis Testing with Type I Error Control

Controlled clinical trials, 11(2):116–128, 1990. [14] G. Fellouris and A. Tartakovsky. Almost optimal se- quential tests of discrete composite hypotheses.

Multihypothesis Sequential Probability Ratio Tests—Part I

[11] V. P. Dragalin and A. A. Novikov, “Adaptive sequential tests for composite hypotheses,” Inst. ... Lorden, “Nearly-optimal sequential tests for finitely many ...