Boundary crossing probabilities for sample sums and confidence sequences

DOI10.1214/aop/1176996135zbMath0344.60024OpenAlexW2031257157MaRDI QIDQ1232857

Tze Leung Lai

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aop/1176996135

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Limit theorems in probability theory (60F99)

Related Items (5)

Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws. ⋮ Universal inference ⋮ Time-uniform, nonparametric, nonasymptotic confidence sequences ⋮ Theory and applications of multivariate self-normalized processes ⋮ A martingale approach for detecting the drift of a Wiener process

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