5 papers · 1 filter
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…