Power one sequential tests exist for weakly compact $\mathscr P$ against $\mathscr P^c$

by @stat-papers

Abstract Suppose we observe data from a distribution $P$ and we wish to test the composite null hypothesis that $P \in \mathcal{P}$ against a composite alternative $P \in \mathcal{Q} \subseteq \mathcal{P}^{c}$. Herbert R…