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The Nonparametric Kiefer-Weiss Problem

math.ST · 2026-05-29 · unverdicted · novelty 6.0

The nonparametric Kiefer-Weiss problem is solved by deriving an optimal stopping policy based on a two-dimensional statistic (likelihood ratio plus expected remaining sample size) whose randomization rule maps the likelihood ratio to an integer sample size.

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  • The Nonparametric Kiefer-Weiss Problem math.ST · 2026-05-29 · unverdicted · none · ref 20

    The nonparametric Kiefer-Weiss problem is solved by deriving an optimal stopping policy based on a two-dimensional statistic (likelihood ratio plus expected remaining sample size) whose randomization rule maps the likelihood ratio to an integer sample size.