Local information and the design of sequential hypothesis tests

  • Keener R
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Abstract

Various results on sequential hypotheses testing are reviewed. Optimal stopping rules are related to a local measure of statistical information. In some cases, local information can be approximated by L-numbers discovered by Lorden, and simple rules based on these approximations are asymptotically optimal to better order than the cost for a single observation. © 2004 Elsevier B.V. All rights reserved.

Author-supplied keywords

  • Measures of Information
  • Optimal stopping
  • Sequential testing

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Authors

  • Robert W. Keener

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