Some sequential tests reducing the maximum expected sample size
β Scribed by Lionel Weiss
- Book ID
- 112975145
- Publisher
- Springer-Verlag
- Year
- 1979
- Weight
- 475 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0041-0241
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π SIMILAR VOLUMES
The problem of sequentially testing two simple hypotheses is considered for i.i.d, observations. We give explicit lower bounds for the kth moments of the expected sample size for a sequential test with error probabilities a and ft. These bounds give the optimal asymptotic rate as a, fl ~ 0. (~) 1997
It is well known that the standard single-stage binomial test is uniformly most powerful to detect an increase or decrease in a binomial proportion. The general perception is that, to achieve a ΓΏxed signiΓΏcance level and power, a group sequential test will require a larger maximum total sample size