The Annals of Mathematical Statistics · 1962 · 122 citations · 7 references
Natural SciencesBiostatisticsMathematicsExperimental DesignProbability TheoryStatisticsBayesian InferenceBayesian StatisticsHypothesis TestingInferential StatisticsSequential TestingStatistical InferenceBayesian Hypothesis TestingBayesian Sequential TestingComposite Likelihood Ratio TestLikelihood RatiosSequential Likelihood Ratio TestsSequential Probability Ratio Testing
The large-sample limiting shapes of the Bayes sequential testing regions of composite hypotheses are found explicityly. The result obtained is related to the Sequential Probability Ratio Test in the same way taht the likelihood ratio statistic for composite hypotheses is related to the Ne7man-Pearson test for simple hypotheses
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