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• W194667029 abstract "We study the behavior of mixture stopping rules in the one-sided sequential hypothesis testing problem with a simple null hypothesis and a composite alternative hypothesis. When the alternative hypothesis consists of a finite set of probability measures, we show how to select a par ticular mixing distribution in order to obtain a nearly minimax mixture test in the sense of minimizing the maximal Kullback-Leibler information. When the alternative hypothesis consists of a continuum of probability measures from a one-parameter exponential family, we extend the results of Pollak (1978) showing that there exists a mixing density such that the corresponding continuous mixture rule is not only second-order, but also third-order asympto tically minimax." @default.
• W194667029 created "2016-06-24" @default.
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• W194667029 date "2011-10-05" @default.
• W194667029 modified "2023-09-26" @default.
• W194667029 title "Nearly Minimax Mixture Rules for One-sided Sequential Testing" @default.
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