A Note on the Variance and Higher Central Moments of the Stopping Time of an SPRT

DOI10.2307/2287533zbMATH Open0473.62072OpenAlexW4249538552MaRDI QIDQ3928085FDOQ3928085

Authors: Adam T. Martinsek 

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287533

zbMATH Keywords

renewal theoryuniform integrabilitysequential probability ratio test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Central limit and other weak theorems (60F05) Optimal stopping in statistics (62L15)

Cited In (1)

• Asymptotically optimal parameter estimation under communication constraints

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