Optimal stopping rules for sequential hypothesis testing
Suppose that we are given sample access to an unknown distribution p over n elements and an explicit distribution q over the same n elements. We would like to reject the null hypothesis "p = q" after seeing as few samples as possible, when p ≠q, while we never want to reject the null, when...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2022
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| Online Access: | https://hdl.handle.net/1721.1/143459 |