On the properties of a multiple sequential test |
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Authors: | Albrecht Irle Vladimir Lotov |
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Affiliation: | (1) Center for Applied Mathematical Sciences, University of Southern California, U.S.A. |
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Abstract: | We consider a multiple testing problem based on an i.i.d. sample of K-dimensional observations. We want to test whether at least one of the unknown means is positive. We propose a sequential test which is of the nature of a multiple truncated sequential probability ratio test. We asymptotically analyse the expected sample size and compare it to the sample sizes which arise when one looks at effects separately. |
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