scientific article; zbMATH DE number 4052841

MaRDI QIDQ3788929zbMATH OpenFDO

Authors Vladimir Dragalin, A. Novikov

Publication date 1987

zbMATH Keywords

asymptotic solutioncontinuous-time casedouble sequential probability ratio testexponential familyKiefer-Weiss problemmodified Kiefer-Weiss problemprocess with independent homogeneous incrementssequential probability ratio testWald test

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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Cited in

(4)

• The asymptotic soluction of the kiefer–weiss problem
• Remark on the modified kiefeer-weiss problem for exponntial families
• Nearly optimal sequential tests of composite hypotheses revisited
• Sequential testing of two composite statistical hypotheses

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