Published March 1, 1983
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Journal Article
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Asymptotic efficiency of three-stage hypothesis tests
- Creators
- Lorden, Gary
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.
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
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Additional details
- Eprint ID
- 2114
- Resolver ID
- CaltechAUTHORS:LORas83
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2006-05-03Created from EPrint's datestamp field
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