scientific article; zbMATH DE number 3932239

MaRDI QIDQ3704764zbMATH OpenFDO

Authors V. I. Lotov

Publication date 1985

zbMATH Keywords

asymptotic behaviour of error probabilitiesexpected sample sizessequential probability ratio testsstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Recommendations

• scientific article; zbMATH DE number 4009597
• scientific article; zbMATH DE number 4119436
• scientific article; zbMATH DE number 3969938
• General derivation of exact OC and ASN of SPRT when log of likelihood ratio takes only two integral multiples of a constant
• scientific article; zbMATH DE number 4052842

Cited in

(14)

• Robust sequential testing
• Asymptotics of the necessary sample size under small error probabilites
• Performance analysis of sequential probability ratio test
• A two- sample partially sequential probability ratio test
• scientific article; zbMATH DE number 3956271 (Why is no real title available?)
• A discrete markov chain representation of The sequential probability ratio test
• scientific article; zbMATH DE number 3969938 (Why is no real title available?)
• scientific article; zbMATH DE number 4009597 (Why is no real title available?)
• A general inequality for the rejection probability of the sprt
• scientific article; zbMATH DE number 4052842 (Why is no real title available?)
• scientific article; zbMATH DE number 4078564 (Why is no real title available?)
• One sided SPRT's which hit the boundary
• scientific article; zbMATH DE number 3996933 (Why is no real title available?)
• General derivation of exact OC and ASN of SPRT when log of likelihood ratio takes only two integral multiples of a constant

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3704764)