Optimal Sequential Tests which minimize the Average Sample Size

  • Kim, Sung Lai (Department of Mathematics Chungnam National University)
  • Received : 1990.06.25
  • Published : 1990.06.30

Abstract

For testing a hypothesis $H:{\theta}={\theta}_1$, vs $A:{\theta}={\theta}_2$ (${\theta}_1$ < ${\theta}_2$, we obtain a truncated sequential bayes procedure which minimizes the average sample size between ${\theta}_1$ and ${\theta}_2$.

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