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arXiv · 0712.0721

Asymptotically optimal multistage tests of simple hypotheses

Jay Bartroff
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Abstract

A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combination of sampling costs and error probabilities, these tests are shown to minimize the integrated risk to second order as the costs per stage and per observation approach zero. A numerical study shows significant improvement over group sequential tests in a binomial testing problem.

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Jay Bartroff. 2007-12-05. Asymptotically optimal multistage tests of simple hypotheses. https://doi.org/10.1214/009053607000000235

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