On the monotonicity of a certain expectation

DOI10.1214/AOS/1176348272MaRDI QIDQ1178960zbMATH OpenOpenAlexFDO

Authors Rasul A. Khan

Publication date 26 June 1992

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

Full work available at URL https://doi.org/10.1214/aos/1176348272

zbMATH Keywords

expectationsexponential familyincreasing functionmonotone likelihood ratio familystopping time

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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(8)

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• Statistical information and expected number of observations for sequential experiments
• Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT
• Stoppping rules and ordered families of distributions
• Ordering of Sequentially Sampled Exponential Experiments
• Thresholds and expectation-thresholds of monotone properties with small minterms
• A Note on Monotonic Probability Distributions
• On stopping times and stochastic monotonicity

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