3 papers
stat.ME2022
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…
stat.ME2021
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…
stat.ME2021
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…