Randomised sequential probability ratio tests for stochastic processes (Q1330196)
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scientific article; zbMATH DE number 605315
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomised sequential probability ratio tests for stochastic processes |
scientific article; zbMATH DE number 605315 |
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Randomised sequential probability ratio tests for stochastic processes (English)
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11 October 1994
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Wiener embedding
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ASN function
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simple hypothesis
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simple alternative
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likelihood ratio process
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continuous sample paths
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nominal errors
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total error
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expected duration of observation
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randomisation at the boundaries
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sequential probability ratio tests
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Wiener process
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