Asymptotic optimality of invariant sequential probability ratio tests

DOI10.1214/aos/1176345398zbMath0459.62069OpenAlexW2040322706MaRDI QIDQ1152192

Tze Leung Lai

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345398

zbMATH Keywords

asymptotic optimalityLehmann alternativesSavage-Sethuraman sequential rank-order testinvariant sequential probability ratio testssequential T square testsequential t-testWald- Wolfowitz theorem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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