Asymptotic design of symmetric triangular tests for the drift of brownian motion (Q2706968)

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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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