Kiefer-Weiss
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The Nonparametric Kiefer-Weiss Problem
arXiv:2605.31465v1 Announce Type: cross Abstract: A nonparametric variant of the Kiefer-Weiss problem is proposed and solved. The objective is to minimize a weighted sum of the error probabilities of a binary sequential test subject to a constraint on its maximum expected sample size. This maximum is taken over all possible probability distributions on the given sequence space.