A sharp necessary condition for admissibility of sequential tests - necessary and sufficient conditions for admissibility of SPRT's

DOI10.1214/AOS/1176346169MaRDI QIDQ794124zbMATH OpenOpenAlexFDO

Authors Arthur Cohen, Ester Samuel-Cahn, Lawrence Brown

Publication date 1983

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

Full work available at URL https://doi.org/10.1214/aos/1176346169

zbMATH Keywords

Wiener processriskstopping rulemonotonesequential probability ratio testnecessary and sufficient conditions for admissibility

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential statistical methods (62L99) Admissibility in statistical decision theory (62C15)

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