Second-Order Asymptotics of Sequential Hypothesis Testing
Second-Order Asymptotics of Sequential Hypothesis Testing
We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions P <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">0</sub> and P <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sub> and we would like to decide which hypothesis is true using a sequential test. It is known from the work of Wald …