21 citations · 36 across the 10 of their papers we have counts for
11 papers
A Numerical Approach to Sequential Multi-Hypothesis Testing for Bernoulli Model
Andrey Novikov
In this paper we deal with the problem of sequential testing of multiple hypotheses. The main goal is minimizing the expected sample size (ESS) under restrictions on the error prob…
Group sequential hypothesis tests with variable group sizes: optimal design and performance evaluation
Andrey Novikov
In this paper, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and iden…
Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
Andrey Novikov Fahil Farkhshatov
In this paper, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of…
A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
Andrey Novikov, Andrei Novikov, Fahil Farkhshatov
We present a computational approach to solution of the Kiefer-Weiss problem. Algorithms for construction of the optimal sampling plans and evaluation of their performance are propo…
Optimal Group-Sequential Tests with Groups of Random Size
Andrey Novikov, Xóchitl Itxel Popoca-Jiménez
We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between…
Locally most powerful sequential tests of a simple hypothesis vs. One-sided alternatives for independent observations
Andrey Novikov, Petr Novikov
Let be a stochastic process with independent values whose distribution depends on an unknown parameter , , where is an open subset of the…
Locally most powerful sequential tests of a simple hypothesis vs one-sided alternatives
Andrey Novikov, Petr Novikov
Let be a discrete-time stochastic process with a distribution , , where is an open subset of the real line. We consider the problem of testing a simpl…
Sequential multiple hypothesis testing in presence of control variables
Andrey Novikov
Suppose that at any stage of a statistical experiment a control variable that affects the distribution of the observed data at this stage can be used. The distribution of $…
Optimal sequential testing of two simple hypotheses in presence of control variables
Andrey Novikov
Suppose that at any stage of a statistical experiment a control variable that affects the distribution of the observed data can be used. The distribution of depends on…
Optimal sequential procedures with Bayes decision rules
Andrey Novikov
In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample nu…
Optimal sequential multiple hypothesis tests
Andrey Novikov
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings a…