Asymptotically optimal, sequential, multiple testing procedures with prior information on the number of signals

Preprint, Other literature type English OPEN
Song, Yanglei; Fellouris, Georgios;
  • Publisher: The Institute of Mathematical Statistics and the Bernoulli Society
  • Journal: issn: 1935-7524
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/17-EJS1223
  • Subject: Mathematics - Statistics Theory | prior information | sequential analysis | Statistics - Methodology | Multiple testing | 62L10, 60G40 | 60G40 | asymptotic optimality | 62L10

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and when we only have a lower and ... View more
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