Asymptotic Efficiency of Three-Stage Hypothesis Tests
Asymptotic Efficiency of Three-Stage Hypothesis Tests
复制标题
三阶段假设检验的渐近效率
DOI：
10.1214/aos/1176346064
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发表时间：
1983
影响因子：
4.5
通讯作者：
G. Lorden
中科院分区：
文献类型：
--
作者：
G. Lorden
多阶段假设检验是序贯检验的竞争者。一类三阶段测试的一维指数族被证明是渐近有效的，而两个阶段的测试是不是。此外，为了达到渐近最优，三阶段检验必须模仿序贯检验的行为。对于两个简单假设的检验问题，也得到了类似的结果。
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.