Welcome to the new version of CaltechAUTHORS. Login is currently restricted to library staff. If you notice any issues, please email coda@library.caltech.edu
Published March 1, 1983 | public
Journal Article Open

Asymptotic efficiency of three-stage hypothesis tests

Lorden, Gary


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.


Files (1.1 MB)
Name Size Download all
1.1 MB Preview Download

Additional details

August 22, 2023
October 13, 2023