A Sequential Procedure for Testing Many Composite Hypotheses

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Previous article Next article A Sequential Procedure for Testing Many Composite HypothesesI. V. PavlovI. V. Pavlovhttps://doi.org/10.1137/1132017PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Abraham Wald, Sequential Analysis, John Wiley & Sons Inc., New York, 1947xii+212 8,593h 0029.15805 Google Scholar[2] Herbert Robbins and , David Siegmund, A class of stopping rules for testing parametric hypotheses, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. IV: Biology and health, Univ. California Press, Berkeley, Calif., 1972, 37–41 53:6924 Google Scholar[3] H. Robbins and , D. Siegmund, The expected sample size of some tests of power one, Ann. Statist., 2 (1974), 415–436 56:7055 0318.62069 CrossrefGoogle Scholar[4] Gideon Schwarz, Asymptotic shapes of Bayes sequential testing regions, Ann. Math. Statist., 33 (1962), 224–236 25:682 0158.36704 CrossrefGoogle Scholar[5] Herman Chernoff, Sequential design of experiments, Ann. Math. Statist., 30 (1959), 755–770 21:7586 0092.36103 CrossrefGoogle Scholar[6] Arthur E. Albert, The sequential design of experiments for infinitely many states of nature, Ann. Math. Statist., 32 (1961), 774–799 23:A3019 0109.12401 CrossrefGoogle Scholar[7] Gary Lorden, Likelihood ratio tests for sequential k-decision problems, Ann. Math. Statist., 43 (1972), 1412–1427 49:8242 0262.62045 CrossrefGoogle Scholar[8] Shelemyahu Zacks, The theory of statistical inference, John Wiley & Sons Inc., New York, 1971xiii+609 54:8934a Google Scholar[9] A. N. Shiryaev, Statistical sequential analysis, American Mathematical Society, Providence, R.I., 1973iv+174 50:3482 Google Scholar[10] I. V. Pavlov, Optimal Sequential Decision Rules, Moskov. Cos. Univ., Moscow, 1985, (In Russian.) Google Scholar[11] Wassily Hoeffding, Lower bounds for the expected sample size and the average risk of a sequential procedure, Ann. Math. Statist., 31 (1960), 352–368 22:11499 0098.32705 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Sequential probability ratio test for Multiple-Objective Ranking and Selection2017 Winter Simulation Conference (WSC) | 1 Dec 2017 Cross Ref Decentralized Sequential Composite Hypothesis Test Based on One-Bit CommunicationIEEE Transactions on Information Theory, Vol. 63, No. 6 | 1 Jun 2017 Cross Ref Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite HypothesesMathematical Problems in Engineering, Vol. 2015 | 1 Jan 2015 Cross Ref Optimal Sequential Tests for Testing Two Composite and Multiple Simple HypothesesSequential Analysis, Vol. 30, No. 4 | 1 Oct 2011 Cross Ref Multistage Tests of Multiple HypothesesCommunications in Statistics - Theory and Methods, Vol. 39, No. 8-9 | 21 Apr 2010 Cross Ref Minimax Sequential Tests for Many Composite Hypotheses. IIB. E. Brodsky and B. S. DarkhovskyTheory of Probability & Its Applications, Vol. 53, No. 1 | 27 February 2009AbstractPDF (177 KB)Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection ProblemsSequential Analysis, Vol. 27, No. 2 | 13 May 2008 Cross Ref Minimax Sequential Tests for Many Composite Hypotheses. IB. E. Brodsky and B. S. DarkhovskyTheory of Probability & Its Applications, Vol. 52, No. 4 | 19 November 2008AbstractPDF (193 KB)Discussion on “Likelihood Ratio Identities and Their Applications to Sequential Analysis” by Tze L. LaiSequential Analysis, Vol. 23, No. 4 | 31 Dec 2004 Cross Ref On the Invariance of SomeMartingale Inequalities forthe Processes of More General KindI. V. PavlovTheory of Probability & Its Applications, Vol. 41, No. 2 | 25 July 2006AbstractPDF (470 KB) Volume 32, Issue 1| 1988Theory of Probability & Its Applications1-197 History Submitted:28 September 1984Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1132017Article page range:pp. 138-142ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics