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 weights | KL weights | Sobel-Wald | Whitehead-Brunier | Combined 2-SWPRT | Sobel-Wald | Whitehead-Brunier | Combined 2-SWPRT |
| WESS | 15.231 | 14.342 | 13.511 | 13.818 | 13.734 | 12.694 | RMI | 0.268 | 0.1652 | 0.0183 | 0.1629 | 0.2117 | 0.0178 |
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