Moments and error rates of two-sided stopping rules

DOI10.1214/AOP/1176993715MaRDI QIDQ1169971zbMATH OpenOpenAlexFDO

Authors Adam T. Martinsek

Publication date 1982

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993715

zbMATH Keywords

delayed sumserror rates of sequential testsmoment convergencestopping rulesuniform integrability

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50) Sequential statistical analysis (62L10)

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