Curtailed versions of randomized binomial tests

Abstract

Consider a fixed sample size uniformly most powerful test of H_o: p ≤ p_o versus H₁ : p > p_o, where p is a Bernoulli parameter. If the test is non randomized, an optimally curtailed version stops sampling as soon as the final decision is certain. If the test is andomized, the optimal curtailment procedure is more complex. This paper gives a Simple, complete characterization of weakly admissible curtailments of such randomized tests.

Keywords:

• curtailed test
• weakly admissible test
• sequential test
• randomized test
• Bernoulli parameter