A note on first exit times with applications to sequential analysis
From MaRDI portal
Publication:1232137
DOI10.1214/AOS/1176343203zbMath0342.62054OpenAlexW1994904740MaRDI QIDQ1232137
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343203
Parametric hypothesis testing (62F03) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
Related Items (2)
On r-quick limit sets for empirical and related processes based on mixing random variables ⋮ Non-parametric sequential tests for symmetry
This page was built for publication: A note on first exit times with applications to sequential analysis