Optimal group sequential multihypothesis tests for exponential families of distributions

• Published in: Sequential analysis Vol. 44; no. 2; pp. 227 - 251
• Main Author: Novikov, Andrey
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 03.04.2025
• Subjects: Multihypothesis testing; optimal group sequential tests; optimal stopping; sequential analysis; two-sided hypotheses

This article deals with group sequential multihypothesis testing. We consider a model with a group-specific cost c ( m ) of obtaining a group of m observations (in particular, this includes the popular model c ( m ) = v + m , where v is a group overhead cost). In this way, an important characteristi...