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Asymptotic Optimality of the Sequential <i>d</i>-Guaranty Test - MaRDI portal

Asymptotic Optimality of the Sequential <i>d</i>-Guaranty Test (Q3806620)

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Asymptotic Optimality of the Sequential <i>d</i>-Guaranty Test
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    Asymptotic Optimality of the Sequential <i>d</i>-Guaranty Test (English)
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    1987
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    sequential d-guaranty test
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    sequential probability ratio test
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    minimizing the average sample size
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    asymptotic optimality
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    Approximations
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    error probabilities
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    stopping time distribution
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