A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
Citations
173 citations
Cites background from "A Measure of Asymptotic Efficiency ..."
...In a number of problems of varying degrees of generality the following procedure has been found to yield asymptotically optimal solutions [6], [7]....
[...]
173 citations
Cites background from "A Measure of Asymptotic Efficiency ..."
...The best result available at present is the so-called Chernoff bound [ 5 ] which states that this probability is no larger than 2e-2mEz, This means that, after tossing the coin m times, we can state with a confidence of at least 1 - 2e-ZmE2 that the empirical probability p, is no more than E different from the true but unknown probability p In fact, it is possible to “split” the bound into two parts....
[...]
172 citations
171 citations
Cites background from "A Measure of Asymptotic Efficiency ..."
...We recall that the Chernoff bound [14] gives the sample size so that the empirical probability is “close” to with accuracy and confidence....
[...]
169 citations