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Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT - MaRDI portal

Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT (Q1368887)

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scientific article; zbMATH DE number 1069344
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English
Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT
scientific article; zbMATH DE number 1069344

    Statements

    Monotonic expectations, Neyman-Pearson lemma, and some properties of the SPRT (English)
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    10 May 1998
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    sequential probability ratio test
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    monotonic expectation
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    power one
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    optimum
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    Neyman-Pearson
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