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Q3792101 - MaRDI portal

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scientific article

    Statements

    author
    Norbert Schmitz
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    publication date
    1987
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    zbMATH Keywords
    sequential probability ratio test
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    composite hypotheses
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    Wiener process
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    unknown drift parameter
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    linear cost functions
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    minimax sequential test
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    SPRT
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    Identifiers

    Mathematics Subject Classification ID
    62L10
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    62M02
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    62C20
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    zbMATH DE Number
    4056830
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