An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT (Q1822872)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT |
scientific article |
Statements
An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT (English)
0 references
1989
0 references
sequential probability ratio test
0 references
Wald's SPRT
0 references
simple hypothesis
0 references
simple alternative
0 references
upper bound
0 references
error probabilities
0 references
Wiener process approximations
0 references
moments
0 references
log-likelihood ratio
0 references
contiguous hypotheses
0 references
