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A New Framework of Multistage Hypothesis Tests (0809.3170v25)
Published 18 Sep 2008 in math.ST, cs.LG, math.PR, stat.ME, and stat.TH
Abstract: In this paper, we have established a general framework of multistage hypothesis tests which applies to arbitrarily many mutually exclusive and exhaustive composite hypotheses. Within the new framework, we have constructed specific multistage tests which rigorously control the risk of committing decision errors and are more efficient than previous tests in terms of average sample number and the number of sampling operations. Without truncation, the sample numbers of our testing plans are absolutely bounded.