Asymptotically optimal multistage tests for iid data

Yiming Xing, Georgios Fellouris

Research output: Chapter in Book/Report/Conference proceedingConference contribution


The problem of testing two simple hypotheses about the distribution of iid random elements is considered. In particular, the focus is on multistage tests that control the two error probabilities below arbitrary, user-specified levels. A novel multistage test is proposed, analyzed, and shown to achieve the optimal expected sample size under both hypotheses, in the class of all sequential tests with the same error control, to a first-order approximation as the two target error probabilities go to zero at arbitrary rates. The proposed test is compared, both theoretically and numerically, with a multistage test that enjoys the same asymptotic optimality property under one of the two hypotheses, while performing much worse under the other.

Original languageEnglish (US)
Title of host publication2022 IEEE International Symposium on Information Theory, ISIT 2022
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Electronic)9781665421591
StatePublished - 2022
Event2022 IEEE International Symposium on Information Theory, ISIT 2022 - Espoo, Finland
Duration: Jun 26 2022Jul 1 2022

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095


Conference2022 IEEE International Symposium on Information Theory, ISIT 2022


  • 3-stage test
  • asymptotic optimality
  • multistage tests
  • sequential testing
  • sequential thresholding

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics


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