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Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments

Identifieur interne : 000746 ( Istex/Corpus ); précédent : 000745; suivant : 000747

Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments

Auteurs : M. Roters

Source :

RBID : ISTEX:E87C17666F39F08955322ECD94A3E63B76776D6C

Abstract

Abstract: Sequential tests that are locally most powerful (LMP) for certain one-sided problems in the case of processes of the exponential class with stationary and independent increments are discussed. After having proved the existence of an LMP sequential test in the above setting each LMP test is shown to be a Wald SPRT for a family of paired (conjugate) simple hypotheses.

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DOI: 10.1007/BF02613998

Links to Exploration step

ISTEX:E87C17666F39F08955322ECD94A3E63B76776D6C

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<languageTerm type="code" authority="rfc3066">en</languageTerm>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
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<abstract lang="en">Abstract: Sequential tests that are locally most powerful (LMP) for certain one-sided problems in the case of processes of the exponential class with stationary and independent increments are discussed. After having proved the existence of an LMP sequential test in the above setting each LMP test is shown to be a Wald SPRT for a family of paired (conjugate) simple hypotheses.</abstract>
<note>I. Publications</note>
<relatedItem type="host">
<titleInfo>
<title>Metrika</title>
<subTitle>International Journal for Theoretical and Applied Statistics</subTitle>
</titleInfo>
<titleInfo type="abbreviated">
<title>Metrika</title>
</titleInfo>
<genre type="journal" displayLabel="Archive Journal"></genre>
<originInfo>
<dateIssued encoding="w3cdtf">1992-12-01</dateIssued>
<copyrightDate encoding="w3cdtf">1992</copyrightDate>
</originInfo>
<subject>
<genre>Statistics</genre>
<topic>Probability Theory and Stochastic Processes</topic>
<topic>Statistics, general</topic>
<topic>Statistics for Business/Economics/Mathematical Finance/Insurance</topic>
<topic>Economic Theory</topic>
</subject>
<identifier type="ISSN">0026-1335</identifier>
<identifier type="eISSN">1435-926X</identifier>
<identifier type="JournalID">184</identifier>
<identifier type="IssueArticleCount">45</identifier>
<identifier type="VolumeIssueCount">0</identifier>
<part>
<date>1992</date>
<detail type="volume">
<number>39</number>
<caption>vol.</caption>
</detail>
<detail type="issue">
<number>1</number>
<caption>no.</caption>
</detail>
<extent unit="pages">
<start>177</start>
<end>183</end>
</extent>
</part>
<recordInfo>
<recordOrigin>Physica-Verlag GmbH, 1992</recordOrigin>
</recordInfo>
</relatedItem>
<identifier type="istex">E87C17666F39F08955322ECD94A3E63B76776D6C</identifier>
<identifier type="DOI">10.1007/BF02613998</identifier>
<identifier type="ArticleID">BF02613998</identifier>
<identifier type="ArticleID">Art22</identifier>
<accessCondition type="use and reproduction" contentType="copyright">Physica-Verlag GmbH, 1992</accessCondition>
<recordInfo>
<recordContentSource>SPRINGER</recordContentSource>
<recordOrigin>Physica-Verlag GmbH, 1992</recordOrigin>
</recordInfo>
</mods>
</metadata>
<serie></serie>
</istex>
</record>

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