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March, 1992 Two-Sided Sequential Tests
Lawrence D. Brown, Eitan Greenshtein
Ann. Statist. 20(1): 555-561 (March, 1992). DOI: 10.1214/aos/1176348539


Let $X_i$ be i.i.d. $X_i \sim F_\theta$. For some parametric families $\{F_\theta\}$, we describe a monotonicity property of Bayes sequential procedures for the decision problem $H_0: \theta = 0$ versus $H_1: \theta \neq 0$. A surprising counterexample is given in the case where $F_\theta$ is $N(\theta, 1)$.


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Lawrence D. Brown. Eitan Greenshtein. "Two-Sided Sequential Tests." Ann. Statist. 20 (1) 555 - 561, March, 1992.


Published: March, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0774.62085
MathSciNet: MR1150361
Digital Object Identifier: 10.1214/aos/1176348539

Primary: 62L10
Secondary: 62C99

Keywords: complete class , monotone procedures , sequential testing , total-positivity

Rights: Copyright © 1992 Institute of Mathematical Statistics

Vol.20 • No. 1 • March, 1992
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