Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT

DOI10.1016/S0378-3758(96)00192-9zbMath0886.62003OpenAlexW2052697279WikidataQ124881644 ScholiaQ124881644MaRDI QIDQ1368887

Rasul A. Khan

Publication date: 10 May 1998

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(96)00192-9

zbMATH Keywords

optimumsequential probability ratio testmonotonic expectationNeyman-Pearsonpower one

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Cites Work

• On the monotonicity of a certain expectation
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT