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Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses

In this paper, we consider the problem of testing two separate families of hypotheses via a generalization of the sequential probability ratio test. In particular, the generalized likelihood ratio statistic is considered and the stopping rule is the first boundary crossing of the generalized likelih...

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Vydáno v:Seq Anal
Hlavní autoři: Li, Xiaoou, Liu, Jingchen, Ying, Zhiliang
Médium: Artigo
Jazyk:Inglês
Vydáno: 2014
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC4941833/
https://ncbi.nlm.nih.gov/pubmed/27418716
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/07474946.2014.961861
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