Abstract
Some concepts of relative and absolute efficiency for sequential tests are considered. These are sequential analogs of Hodges-Lehmann and Chernoff efficiencies. Using these criteria, several sequential tests for the mean of a normal distribution are evaluated. Among them are Wald's SPRT, Anderson's triangular boundary, Bayes and APO tests and a repeated significance test. Truncated versions of these tests are also considered. Asymptotic expressions for the (expected) stopping times and error rates are given.
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