Institute of Mathematical Statistics Lecture Notes - Monograph Series

Efficient three-stage t-tests

Jay Bartroff

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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.

Chapter information

Source
Jiayang Sun, Anirban DasGupta, Vince Melfi, Connie Page, eds., Recent Developments in Nonparametric Inference and Probability: Festschrift for Michael Woodroofe (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006), 105-111

Dates
First available in Project Euclid: 28 November 2007

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1196284055

Digital Object Identifier
doi:10.1214/074921706000000626

Mathematical Reviews number (MathSciNet)
MR2409066

Zentralblatt MATH identifier
1268.62093

Subjects
Primary: 62F05: Asymptotic properties of tests
Secondary: 62L10: Sequential analysis

Keywords
multistage hypothesis test t-test asymptotic efficiency

Rights
Copyright © 2006, Institute of Mathematical Statistics

Citation

Bartroff, Jay. Efficient three-stage t -tests. Recent Developments in Nonparametric Inference and Probability, 105--111, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2006. doi:10.1214/074921706000000626. https://projecteuclid.org/euclid.lnms/1196284055


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