Lorden, Gary (1983) Asymptotic efficiency of three-stage hypothesis tests. Annals of Statistics, 11 (1). pp. 129-140. ISSN 0090-5364 http://resolver.caltech.edu/CaltechAUTHORS:LORas83
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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.
|Additional Information:||© 1983 Institute of Mathematical Statistics. Received May 1981; revised September 1982. Research supported by the National Science Foundation under Grant MCS-7804870. Thanks are due to a referee for careful reading and criticism and to Bob Berk, Peter Bickel, and David Siegmund for helpful discussions.|
|Subject Keywords:||multi-stage hypothesis test; asymptotic efficiency|
|Usage Policy:||No commercial reproduction, distribution, display or performance rights in this work are provided.|
|Deposited By:||Tony Diaz|
|Deposited On:||03 May 2006|
|Last Modified:||26 Dec 2012 08:47|
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