Research Article

Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite Hypotheses

Table 1

WESS() and RMI() for testing normal mean.

Uniform weightsKL weights
Sobel-WaldWhitehead-BrunierCombined 2-SWPRTSobel-WaldWhitehead-BrunierCombined 2-SWPRT

WESS 15.23114.34213.51113.81813.73412.694
RMI0.2680.16520.01830.16290.21170.0178