Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/105019
Title: Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
Authors: Chan, H.P. 
Lai, T.L.
Keywords: Bayes sequential tests
Boundary crossing probabilities
Integration over tubes
Multiparameter exponential families
Sequential generalized likelihood ratio tests
Issue Date: Dec-2000
Citation: Chan, H.P.,Lai, T.L. (2000-12). Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. Annals of Statistics 28 (6) : 1638-1669. ScholarBank@NUS Repository.
Abstract: Asymptotic approximations for the error probabilities of sequential tests of composite hypotheses in multiparameter exponential families are developed herein for a general class of test statistics, including generalized likelihood ratio statistics and other functions of the sufficient statistics. These results not only generalize previous approximations for Type I error probabilities of sequential generalized likelihood ratio tests, but also provide a unified treatment of both sequential and fixed sample size tests and of Type I and Type II error probabilities. Geometric arguments involving integration over tubes play an important role in this unified theory.
Source Title: Annals of Statistics
URI: http://scholarbank.nus.edu.sg/handle/10635/105019
ISSN: 00905364
Appears in Collections:Staff Publications

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