Article ID Journal Published Year Pages File Type
9741758 Journal of Statistical Planning and Inference 2005 15 Pages PDF
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
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