Papers › Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete...
Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
Andrey Novikov Fahil Farkhshatov
The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.
In this paper, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in the Kiefer-Weiss problems. For the observations which follow a discrete exponential family, we provide algorithms for optimal design in the modified Kiefer-Weiss problem, and obtain formulas for evaluating their performance, calculating operating characteristic function, average sample number, and some related characteristics. These formulas cover, as a particular case, the sequential probability ratio tests (SPRT) and their truncated versions, as well as optimal finite-horizon sequential tests. On the basis of the developed algorithms we propose a method of construction of optimal tests and their performance evaluation for the original Kiefer-Weiss problem. All the algorithms are implemented as functions in the R programming language and can be downloaded from {\tt https://github.com/tosinabase/Kiefer-Weiss}, where the functions for the binomial, Poisson, and negative binomial distributions are readily available. Finally, we make numerical comparisons of the Kiefer-Weiss solution with the SPRT and the fixed-sample-size test having the same levels of the error probabilities.
Code
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
Not run by Syntology. Nothing on this page verifies that the listed code works.
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections