The Variance of One-Sided Stopping Rules

DOI10.1214/AOMS/1177697611zbMATH Open0191.47002OpenAlexW2058222161MaRDI QIDQ5585833FDOQ5585833

Authors: David Siegmund 

Publication date: 1969

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697611

zbMATH Keywords

probability theory

Cited In (2)

• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• Moment Convergence of Reciprocals of some First Passage Times

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