Asymptotic design of symmetric triangular tests for the drift of brownian motion (Q2706968)
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English | Asymptotic design of symmetric triangular tests for the drift of brownian motion |
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Asymptotic design of symmetric triangular tests for the drift of brownian motion (English)
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28 March 2001
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Sequential test
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Kiefer-Weiss problem
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2-SPRT
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average stopping time
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characteristic function
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