An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT (Q1822872)
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scientific article; zbMATH DE number 4113787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT |
scientific article; zbMATH DE number 4113787 |
Statements
An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT (English)
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1989
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sequential probability ratio test
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Wald's SPRT
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simple hypothesis
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simple alternative
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upper bound
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error probabilities
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Wiener process approximations
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moments
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log-likelihood ratio
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contiguous hypotheses
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