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On the monotonicity of a certain expectation - MaRDI portal

On the monotonicity of a certain expectation

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Publication:1178960

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DOI10.1214/AOS/1176348272zbMath0744.62111OpenAlexW1977453824MaRDI QIDQ1178960

Rasul A. Khan

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348272

zbMATH Keywords

stopping time expectations exponential family increasing function monotone likelihood ratio family

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items (1)

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

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