A general inequality for the rejection probability of the sprt

DOI10.1080/07474948708836133zbMath0632.62078OpenAlexW2023593684MaRDI QIDQ3769811

Wolfgang Stadje

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/07474948708836133

zbMATH Keywords

asymptotic behaviorinequalityrandom walksequential probability ratio testOC functionrejection probabilitylog-likelihood statistics

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• Some asymptotic aspects of sequential analysis

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