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

DOI10.2307/2287533MaRDI QIDQ3928085zbMATH OpenOpenAlexFDO

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

This page was built for publication: A Note on the Variance and Higher Central Moments of the Stopping Time of an SPRT

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3928085)