On the Optimality of Differentiated SPR Tests of Composite Hypotheses.
Metrika, Tome 32 (1985), pp. 15-33
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
sequential probability ratio test, efficiency, differentiated SPR tests, asymptotically optimal, composite hypotheses, one-parameter problems
@article{MET_1985__32_175982,
author = {S. Holm},
title = {On the {Optimality} of {Differentiated} {SPR} {Tests} of {Composite} {Hypotheses.}},
journal = {Metrika},
pages = {15--33},
year = {1985},
volume = {32},
zbl = {0612.62113},
url = {http://geodesic.mathdoc.fr/item/MET_1985__32_175982/}
}
S. Holm. On the Optimality of Differentiated SPR Tests of Composite Hypotheses.. Metrika, Tome 32 (1985), pp. 15-33. http://geodesic.mathdoc.fr/item/MET_1985__32_175982/