On the exponential boundedness of stopping times of invariant SPRT'S

DOI10.1214/AOS/1176343858zbMath0364.62082OpenAlexW1981279904MaRDI QIDQ1240999

Gordon Simons, Holger Rootzén

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1214/aos/1176343858

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Sequential statistical analysis (62L10)

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The likelihood ratio and its applications in sequential analysis

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