An efficient approximate solution to the Kiefer-Weiss problem (Q1055125)

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An efficient approximate solution to the Kiefer-Weiss problem
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    An efficient approximate solution to the Kiefer-Weiss problem (English)
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    1983
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    Kiefer-Weiss problem
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    asymptotic efficiency
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    Koopman-Darmois family of densities
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    explicit method
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    one-sided sequential probability ratio tests
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    asymptotic solutions
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    testing mean of exponential density
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