Information theory and alternate hypothesis tests

Expert InsightsPublished 1966

This study develops an information theoretic analysis of alternate hypothesis tests based on Lindley's concept of the average amount of information contained in an experiment. By using this approach, new results are obtained on sequential probability ratio tests and alternate hypothesis tests in general.

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Information theory and alternate hypothesis tests. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/papers/P3441.html.
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