Asymptotic Efficiency of Three-Stage Hypothesis Tests
The Annals of Statistics · 1983 · Volume 11 · Issue 1
Abstract
Multi-stage hypothesis tests are studied as competitors of sequential tests. A class of three-stage tests for the one-dimensional exponential family is shown to be asymptotically efficient, whereas two-stage tests are not. Moreover, in order to be asymptotically optimal, three-stage tests must mimic the behavior of sequential tests. Similar results are obtained for the problem of testing two simple hypotheses.
Keywords
62F05, 62L10, Asymptotic efficiency, Multi-stage hypothesis test
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