Performance Analysis of Sequential Probability Ratio Test

DOI10.1080/07474946.2013.843329zbMath1319.62173OpenAlexW2055267672MaRDI QIDQ2941683

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Publication date: 24 August 2015

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2013.843329

zbMATH Keywords

CUSUMoperating characteristicaverage run lengthSPRTaverage sample number

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Early classification of time series. Cost-based optimization criterion and algorithms

Cites Work

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