Sequential Test for the Mean of a Normal Distribution III (Small t)

DOI10.1214/AOMS/1177700269MaRDI QIDQ5659005zbMATH OpenOpenAlexFDO

Authors Herman Chernoff

Publication date 1965

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

Full work available at URL https://doi.org/10.1214/aoms/1177700269

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cited in

(13)

• Anscombe's model for sequential clinical trials revisited
• ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
• On the existence of solutions of unbounded optimal stopping problems
• On Chernoff's test for a fractional Brownian motion
• Bayesian sequential testing of the drift of a Brownian motion
• A sequential test for the failure rate of an exponential distribution with censored data
• A Bayesian sequential test for the drift of a fractional Brownian motion
• Evaluation of asymptotic approximations for a two-stage Bernoulli bandit
• Local information and the design of sequential hypothesis tests
• Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
• Sequential testing of a Wiener process with costly observations
• Likelihood Ratio Identities and Their Applications to Sequential Analysis
• Numerical Solution of a Parabolic Free Boundary Problem Arising in Statistical Decision Theory

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