Abstract
Three-stage t-tests of separated one-sided hypotheses are derived, extending Lorden’s optimal three-stage tests for the one-dimensional exponential family by using Lai and Zhang’s generalization of Schwarz’s optimal fully-sequential tests to the multiparameter exponential family. The resulting three-stage t-tests are shown to be asymptotically optimal, achieving the same average sample size as optimal fully-sequential tests.
Information
Published: 1 January 2006
First available in Project Euclid: 28 November 2007
zbMATH: 1268.62093
MathSciNet: MR2409066
Digital Object Identifier: 10.1214/074921706000000626
Subjects:
Primary:
62F05
Secondary:
62L10
Keywords:
Asymptotic efficiency
,
multistage hypothesis test
,
t-test
Rights: Copyright © 2006, Institute of Mathematical Statistics
