## Annals of Statistics

### Asymptotic Efficiencies of Sequential Tests II

Robert H. Berk

#### Abstract

An asymptotic expression is given for the $\log$ error probability of a sequential test based on a random walk. This may be used to compute limiting relative efficiencies of such tests. The results are illustrated for the one-sided normal testing problem with an asymptotic Bayes test due to Schwarz. Some numerical comparisons are given for five sequential tests of a normal mean.

#### Article information

Source
Ann. Statist., Volume 6, Number 4 (1978), 813-819.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176344254

Digital Object Identifier
doi:10.1214/aos/1176344254

Mathematical Reviews number (MathSciNet)
MR488543

Zentralblatt MATH identifier
0378.62070

JSTOR