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March, 1983 Asymptotic Efficiency of Three-Stage Hypothesis Tests
Gary Lorden
Ann. Statist. 11(1): 129-140 (March, 1983). DOI: 10.1214/aos/1176346064

Abstract

Multi-stage hypothesis tests are studied as competitors of sequential tests. A class of three-stage tests for the one-dimensional exponential family is shown to be asymptotically efficient, whereas two-stage tests are not. Moreover, in order to be asymptotically optimal, three-stage tests must mimic the behavior of sequential tests. Similar results are obtained for the problem of testing two simple hypotheses.

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Gary Lorden. "Asymptotic Efficiency of Three-Stage Hypothesis Tests." Ann. Statist. 11 (1) 129 - 140, March, 1983. https://doi.org/10.1214/aos/1176346064

Information

Published: March, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0519.62022
MathSciNet: MR684871
Digital Object Identifier: 10.1214/aos/1176346064

Subjects:
Primary: 62F05
Secondary: 62L10

Rights: Copyright © 1983 Institute of Mathematical Statistics

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Vol.11 • No. 1 • March, 1983
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