Sequential Test for the Mean of a Normal Distribution III (Small t)
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Publication:5659005
DOI10.1214/AOMS/1177700269zbMATH Open0246.62083OpenAlexW2110379178MaRDI QIDQ5659005FDOQ5659005
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
Cited In (13)
- A Bayesian sequential test for the drift of a fractional Brownian motion
- A sequential test for the failure rate of an exponential distribution with censored data
- On Chernoff's test for a fractional Brownian motion
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Numerical Solution of a Parabolic Free Boundary Problem Arising in Statistical Decision Theory
- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- Bayesian sequential testing of the drift of a Brownian motion
- 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
- Anscombe's model for sequential clinical trials revisited
- On the existence of solutions of unbounded optimal stopping problems
- Evaluation of asymptotic approximations for a two-stage Bernoulli bandit
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