Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite Hypotheses
We propose the weighted expected sample size (WESS) to evaluate the overall performance on the indifference-zones for three composite hypotheses’ testing problem. Based on minimizing the WESS to control the expected sample sizes, a new sequential test is developed by utilizing two double sequential...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2015-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/356587 |