Asymptotic design of symmetric triangular tests for the drift of brownian motion
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Publication:2706968
DOI10.1080/07474940008836447zbMath1128.62365OpenAlexW1479919039MaRDI QIDQ2706968
W. J. Hall, Peng Huang, Vladimir Dragalin
Publication date: 28 March 2001
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940008836447
Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
Cites Work
- Sequential analysis. Tests and confidence intervals
- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- Optimal stopping and sequential tests which minimize the maximum expected sample size
- Some Properties of Generalized Sequential Probability Ratio Tests
- A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
- Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
- An improved method for deriving optimal one-sided group sequential tests
- The distribution of brownian motion on linear stopping boundaries
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