Asymptotically optimal multistage tests of simple hypotheses

• 成果类型: Article
• 署名作者: Bartroff, Jay
• 署名单位: University of Southern California
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053607000000235
• 发表日期: 2007
• 页码: 2075-2105
• 关键词: group sequential-tests; sample-size; clinical-trials; DESIGN

摘要

A family of variable stage size multistage tests of simple hypotheses is described, based on efficient multistage sampling procedures. Using a loss function that is a linear combination of sampling costs and error probabilities, these tests are shown to minimize the integrated risk to second order as the costs per stage and per observation approach zero. A numerical study shows significant improvement over group sequential tests in a binomial testing problem.