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Study of Optimal Adaptive Rule in Testing Composite Hypothesis |
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| Authors: | Subir Kr Bhandari Siddhartha Mandal Santanu Pradhan Biswajit Ghosh |
| Affiliation: | 1. Bayesian and Interdisciplinary Research Unit, Indian Statistical Institute , Kolkata, India;2. Department of Biostatistics , The University of North Carolina at Chapel Hill , Chapel Hill, USA;3. Department of Mathematics and Statistics , Indian Institute of Technology Kanpur , Kanpur, India |
| Abstract: | Abstract In this article on sequential adaptive testing, we have studied the optimal allocation between two populations for testing a composite hypothesis involving the parameters, with the goal of decreasing allocation of one of the treatments to the order of the logarithm of the sample size while decreasing the probability of incorrect selection to zero. We have proved the result for large sample sizes both mathematically and by simulation studies. |
| Keywords: | Adaptive allocation Average sample number Composite hypothesis Conditional log-likelihood Log-likelihood Probability of incorrect selection |