A New Framework of Multistage Hypothesis Tests
Statistics Theory
2013-11-05 v9 Machine Learning
Probability
Methodology
Statistics Theory
Abstract
In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific multistage tests which rigorously control the risk of committing decision errors and are more efficient than previous tests in terms of average sample number and the number of sampling operations. Without truncation, the sample numbers of our testing plans are absolutely bounded.
Cite
@article{arxiv.0809.3170,
title = {A New Framework of Multistage Hypothesis Tests},
author = {Xinjia Chen},
journal= {arXiv preprint arXiv:0809.3170},
year = {2013}
}
Comments
77 pages, no figure; added more references; in Proceedings of SPIE Conferences, Orlando, Florida, April 5-10, 2010 and April 25-29, 2011