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A note on the asymptotic efficiency of the Sobel-Wald test

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Publication:1163827
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DOI10.1016/0378-3758(81)90004-5zbMath0484.62090OpenAlexW2058038686MaRDI QIDQ1163827

Rasul A. Khan

Publication date: 1981

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(81)90004-5


zbMATH Keywords

exponential familysequential probability ratio testsimple hypothesisfixed-sample size


Mathematics Subject Classification ID

Sequential statistical methods (62L99) Sequential statistical analysis (62L10)




Cites Work

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  • On sequential distinguishability
  • A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test
  • On Deviations of the Sample Mean
  • A Sequential Decision Procedure for Choosing One of Three Hypotheses Concerning the Unknown Mean of a Normal Distribution
  • A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations


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