Asymptotic design of symmetric triangular tests for the drift of brownian motion (Q2706968)
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scientific article; zbMATH DE number 1582395
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| English | Asymptotic design of symmetric triangular tests for the drift of brownian motion |
scientific article; zbMATH DE number 1582395 |
Statements
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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0.896816074848175
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0.8130409121513367
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0.8033799529075623
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0.7902646064758301
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0.7845732569694519
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