scientific article

zbMath1165.62052MaRDI QIDQ3637510

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Publication date: 10 July 2009

Full work available at URL: https://eudml.org/doc/37730

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stabilityoptimal stoppinginequalitylikelihood ratio statisticsequential probability ratio testsimple hypothesissequential hypotheses test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

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• Robust sequential testing
• Stability estimates in the problem of average optimal switching of a Markov chain
• Optimal Sequential Tests for Two Simple Hypotheses
• Structure of sequential tests minimizing an expected sample size
• Estimates for perturbations of general discounted Markov control chains
• On Large Deviations of Sums of Independent Random Variables
• A Robust Version of the Probability Ratio Test
• Optimum Character of the Sequential Probability Ratio Test

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