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Two-sided sequential tests. (English) Zbl 0774.62085
Bayes sequential procedures for testing $$H_ 0: \theta=\theta_ 0$$ vs $$H_ 1: \theta\neq\theta_ 0$$ in one-parameter exponential families are discussed. The paper develops main ideas and solves some problems in the paper of the first author, A. Cohen and W. E. Strawderman, Ann. Stat. 7, 1222-1230 (1979; Zbl 0423.62060).

##### MSC:
 62L10 Sequential statistical analysis 62C10 Bayesian problems; characterization of Bayes procedures 62C99 Statistical decision theory
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