P. Novikov

most citedLocally most powerful sequential tests of a simple hypothesis vs one-sided alternatives

10 citations · 10 across the 1 of their papers we have counts for

collaborators

2 papers

stat.ME2010

Locally most powerful sequential tests of a simple hypothesis vs. One-sided alternatives for independent observations

Andrey Novikov, Petr Novikov

Let $X_{1}, X_{2}, ..., X_{n}, ...$ be a stochastic process with independent values whose distribution $P_{θ}$ depends on an unknown parameter $θ$ , $θ \in Θ$ , where $Θ$ is an open subset of the…

math.ST2009★ 10 cited

Locally most powerful sequential tests of a simple hypothesis vs one-sided alternatives

Andrey Novikov, Petr Novikov

Let $X_{1}, X_{2}, ...$ be a discrete-time stochastic process with a distribution $P_{θ}$ , $θ \in Θ$ , where $Θ$ is an open subset of the real line. We consider the problem of testing a simpl…