Efficient three-stage $t$-tests
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
Three-stage -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 -tests are shown to be asymptotically optimal, achieving the same average sample size as optimal fully-sequential tests.
Cite
@article{arxiv.math/0611683,
title = {Efficient three-stage $t$-tests},
author = {Jay Bartroff},
journal= {arXiv preprint arXiv:math/0611683},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921706000000626 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)