Abstract
We consider a multiple testing problem based on an i.i.d. sample of K-dimensional observations. We want to test whether at least one of the unknown means is positive. We propose a sequential test which is of the nature of a multiple truncated sequential probability ratio test. We asymptotically analyse the expected sample size and compare it to the sample sizes which arise when one looks at effects separately.
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Irle, A., Lotov, V. On the properties of a multiple sequential test. Metrika 72, 189–198 (2010). https://doi.org/10.1007/s00184-009-0247-2
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DOI: https://doi.org/10.1007/s00184-009-0247-2