Asymptotic Expansions in a Sequential Likelihood Ratio Test

DOI10.1137/1132005zbMath0662.62082OpenAlexW2027006437MaRDI QIDQ3811558

Vladimir Ivanovich Lotov

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132005

zbMATH Keywords

asymptotic expansionserror probabilitiessequential probability ratio tests

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10)

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Approximation of the expectation of the first exit time from an interval for a random walk ⋮ Bounds for the probability to leave the interval ⋮ Inequalities for the average exit time of a random walk from an interval ⋮ On some boundary crossing problems for Gaussian random walks ⋮ Inequalities in a two-sided boundary crossing problem for stochastic processes ⋮ An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT ⋮ On the Asymptotics of the Ruin Probability

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