Consecutive Sequential Probability Ratio Tests of Multiple Statistical Hypotheses

Xinjia Chen

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arXiv · 1206.4007

Consecutive Sequential Probability Ratio Tests of Multiple Statistical Hypotheses

Xinjia Chen

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Abstract

In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds for the probability of making wrong decisions are obtained for choosing appropriate parameters for the proposed tests. In the special case of testing two hypotheses, our tests reduce to Wald's sequential probability ratio tests.

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BibTeX RIS

Xinjia Chen. 2012-06-18. Consecutive Sequential Probability Ratio Tests of Multiple Statistical Hypotheses. https://arxiv.org/abs/1206.4007

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