Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9741758 | Journal of Statistical Planning and Inference | 2005 | 15 Pages |
Abstract
Various results on sequential hypotheses testing are reviewed. Optimal stopping rules are related to a local measure of statistical information. In some cases, local information can be approximated by L-numbers discovered by Lorden, and simple rules based on these approximations are asymptotically optimal to better order than the cost for a single observation.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Robert W. Keener,