Annals of Statistics
- Ann. Statist.
- Volume 3, Number 4 (1975), 991-998.
Comparing Sequential and Non-Sequential Tests
Sequential tests for one-sided hypotheses are compared, asymptotically, with non-sequential counterparts. An analog of Pitman efficiency is obtained, as is another comparison that has no purely non-sequential analog. With these methods of comparison, the limiting relative efficiency of the sequential test is never less than one and for most parameter values, it is infinite. An asymptotic notion of minimal relative efficiency is also considered.
Ann. Statist., Volume 3, Number 4 (1975), 991-998.
First available in Project Euclid: 12 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62L10: Sequential analysis
Secondary: 62F05: Asymptotic properties of tests 62F20 62E20: Asymptotic distribution theory 60G40: Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60]
Berk, Robert H. Comparing Sequential and Non-Sequential Tests. Ann. Statist. 3 (1975), no. 4, 991--998. doi:10.1214/aos/1176343202. https://projecteuclid.org/euclid.aos/1176343202