The Algorithm Of Calculating The Refined Boundaries Of Sequential Criteria Based On The Likelyhood Ratio
Alexander N. Chesalin, S.Ya. Grodzenskiy · 2019
The paper investigates the effectiveness of sequential criteria in testing two competing hypotheses. The algorithm of calculating the refined boundaries of sequential Wald-type criteria (based on the likelihood ratio) is proposed. The proposed algorithm makes it possible to find the refined boundaries of sequential criteria with a given accuracy at the lowest computational cost compared to the previously known ones. Developed software allows obtaining refined estimates of the investigated criteria boundaries in the minimum number of iterations. The efficiency of the proposed algorithm is shown by some examples.