A New Framework of Multistage Hypothesis Tests

Abstract

In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific multistage tests which rigorously control the risk of committing decision errors and are more efficient than previous tests in terms of average sample number and the number of sampling operations. Without truncation, the sample numbers of our testing plans are absolutely bounded.

77 pages, no figure; added more references; in Proceedings of SPIE Conferences, Orlando, Florida, April 5-10, 2010 and April 25-29, 2011

References in corpus (3)

• A New Framework of Multistage Estimation
• Coalescence of Low-Viscosity Fluids in Air
• A Truncation Approach for Fast Computation of Distribution Functions

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• Sequential Tests of Statistical Hypotheses with Confidence Limits
• Asymptotically Optimal Sequential Estimation of the Mean Based on Inclusion Principle
• Multistage Hypothesis Tests for the Mean of a Normal Distribution