A New Framework of Multistage Hypothesis Tests

Details A New Framework of Multistage Hypothesis Tests A New Framework of Multistage Hypothesis Tests

2008-09-18

arxiv.org/abs/0809.3170v24

Mathematics

Statistics Theory

77 pages, no figure; added more applications; in Proceedings of SPIE Conferences, Orlando, Florida, April 5-10, 2010 and April

Scientific paper

In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific multistage tests which rigorously control the risk of committing decision errors and are more efficient than previous tests in terms of average sample number and the number of sampling operations. Without truncation, the sample numbers of our testing plans are absolutely bounded.

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