On the Accuracy of Approximation in the Sequential Wald Test

DOI10.1137/1133043MaRDI QIDQ3031795zbMATH OpenOpenAlexFDO

Authors V. I. Lotov

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133043

zbMATH Keywords

asymptotic expansionserror probabilitiesinequalities for the remainder termssequential likelihood ratio tests

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10)

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• Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
• The Wald–Wolfowitz Theorem Is Violated in Sequential Mastery Testing
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• Asymptotic relative efficiency of wald tests in measurement error models
• On the asymptotics of the ruin probability

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