## The Annals of Statistics

### Optimality and Almost Optimality of Mixture Stopping Rules

Moshe Pollak

#### Abstract

It is shown that for a test of a composite hypothesis on the parameter $\theta$ of an exponential family of distributions, mixture stopping rules are almost optimal with respect to certain criteria of optimality and a unique stopping rule is to be found among them which is optimal with respect to another type of optimality.

#### Article information

Source
Ann. Statist. Volume 6, Number 4 (1978), 910-916.

Dates
First available in Project Euclid: 12 April 2007

http://projecteuclid.org/euclid.aos/1176344264

Digital Object Identifier
doi:10.1214/aos/1176344264

Mathematical Reviews number (MathSciNet)
MR494737

Zentralblatt MATH identifier
0378.62071

JSTOR