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 $P_{\theta }$ depends on an unknown parameter $\theta$, $\theta \in \Theta$, where $\Theta$ is an open subset of the…