Approximations to the expected sample size of certain sequential tests

DOI10.1214/aos/1176343284zbMath0347.62063OpenAlexW1987227315MaRDI QIDQ1234145

David O. Siegmund, Moshe Pollak

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343284

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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