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arXiv math/0611683math.STstat.TH
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高效的三阶段$t$ -测试

Efficient three-stage $t$-tests

Jay Bartroff

摘要:

将Lai和Zhang的Schwarz最优完全序贯检验推广到多参数指数族,推广了一维指数族的Lorden最优三阶段检验,导出了分离单侧假设的三阶段$t$检验.由此产生的三阶段$t$ -测试被证明是渐近最佳的,实现相同的平均样本量作为最佳的完全序贯检验。

英文摘要:

Three-stage $t$-tests of separated one-sided hypotheses are derived, extending Lorden's optimal three-stage tests for the one-dimensional exponential family by using Lai and Zhang's generalization of Schwarz's optimal fully-sequential tests to the multiparameter exponential family. The resulting three-stage $t$-tests are shown to be asymptotically optimal, achieving the same average sample size as optimal fully-sequential tests.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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