The likelihood ratio and its applications in sequential analysis

DOI10.1016/0047-259X(79)90070-8zbMath0403.62006MaRDI QIDQ1256267

B. K. Ghosh, Bennett Eisenberg

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Confidence IntervalsStopping RulesLikelihood RatioGeneralized Radon-Nikodym DerivativeLikelihood InferenceMinimal SufficientPlausibility FunctionPlausibility InfluencePlausibility Ratio StatisticSequential Analysis

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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Sequential analysis methodology for a Poisson GLMM with applications to multicenter randomized clinical trials ⋮ Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen ⋮ Inference for random sampling processes

Cites Work

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• Properties of generalized sequential probability ratio tests
• On the exponential boundedness of stopping times of invariant SPRT'S
• On weak admissibility of tests
• A Note on the Fundamental Identity of Sequential Analysis
• On the Monotonicity of the OC of a Class of Sequential Probability Ratio Tests

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