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A note on the asymptotic efficiency of the Sobel-Wald test. (English) Zbl 0484.62090

MSC:

62L10 Sequential statistical analysis
62L99 Sequential statistical methods
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References:

[1] Bahadur, R. R.; Rao, R. Ranga, On deviations of the sample mean, Ann. Math. Statist., 31, 1015-1027 (1960) · Zbl 0101.12603
[2] Bechhofer, R., A note on the limiting relative efficiency of the Wald sequential probability ratio test, J. Amer. Statist. Assoc., 55, 660-663 (1960) · Zbl 0097.13802
[3] Chernoff, H., A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations, Ann. Math. Statist., 23, 493-507 (1952) · Zbl 0048.11804
[4] Ghosh, B. K., Sequential Tests of Statistical Hypotheses (1970), Addison-Wesley: Addison-Wesley Reading, MA · Zbl 0223.62097
[5] Khan, Rasul A., On sequential distinguishability, Ann. Statist., 1, 838-850 (1973) · Zbl 0274.62058
[6] Khan, Rasul A., A sequential procedure for deciding among \(k\) simple hypotheses (1976), Unpublished manuscript.
[7] Lehmann, E. L., Testing Statistical Hypotheses (1959), Wiley: Wiley New York · Zbl 0089.14102
[8] Sobel, M.; Wald, A., A sequential decision procedure for choosing one of three hypotheses concerning the unknown mean of a normal distribution, Ann. Math. Statist., 20, 502-522 (1949) · Zbl 0034.23001
[9] Wald, A., Sequential Analysis (1947), Wiley: Wiley New York · Zbl 0041.26303
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