Optimal group sequential tests with groups of random size

@article{Novikov2021OptimalGS,
  title={Optimal group sequential tests with groups of random size},
  author={Andrey Novikov and X. I. Popoca-Jim{\'e}nez},
  journal={Sequential Analysis},
  year={2021},
  volume={41},
  pages={220 - 240}
}
Abstract We consider sequential hypothesis testing based on observations that are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent and their distributions are known and that the groups are formed independent of the observations. We are concerned with a problem of testing a simple hypothesis against a simple alternative. For any (group) sequential test, we take into account the… 
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2 Citations

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