Renewal theory and the sequential design of experiments with two states of nature

DOI10.1080/03610928008827992zbMath0444.62090OpenAlexW1972734404MaRDI QIDQ3888389

Robert W. Keener

Publication date: 1980

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928008827992

zbMATH Keywords

Kullback-Leibler informationsequential probability ratio test

Mathematics Subject Classification ID

Bayesian inference (62F15) Sums of independent random variables; random walks (60G50) Sequential statistical design (62L05) Renewal theory (60K05)

Cites Work

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• Sequential Design of Experiments
• Optimal allocation in sequential tests comparing the means of two Gaussian populations
• On Moment Generating Functions and Renewal Theory
• A Comparison of Two Model-Discrimination Criteria
• On Information and Sufficiency

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