Optimal Stopping and Sequential Tests which Minimize the Maximum Expected Sample Size
Optimal Stopping and Sequential Tests which Minimize the Maximum Expected Sample Size
Among all sequential tests with prescribed error probabilities of the null hypothesis $H_0: \theta = -\theta_1$ versus the simple alternative $H_1: \theta = \theta_1$, where $\theta$ is the unknown mean of a normal population, we want to find the test which minimizes the maximum expected sample size. In this paper, …