Open Access
July, 1975 Comparing Sequential and Non-Sequential Tests
Robert H. Berk
Ann. Statist. 3(4): 991-998 (July, 1975). DOI: 10.1214/aos/1176343202


Sequential tests for one-sided hypotheses are compared, asymptotically, with non-sequential counterparts. An analog of Pitman efficiency is obtained, as is another comparison that has no purely non-sequential analog. With these methods of comparison, the limiting relative efficiency of the sequential test is never less than one and for most parameter values, it is infinite. An asymptotic notion of minimal relative efficiency is also considered.


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Robert H. Berk. "Comparing Sequential and Non-Sequential Tests." Ann. Statist. 3 (4) 991 - 998, July, 1975.


Published: July, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0328.62052
MathSciNet: MR378293
Digital Object Identifier: 10.1214/aos/1176343202

Primary: 62L10
Secondary: 60G40 , 62E20 , 62F05 , 62F20

Keywords: Gambler's ruin , limiting minimal efficiency , limiting relative efficiency , Pitman efficiency , sequential analysis , sequential test

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 4 • July, 1975
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