A dependent data extension of Wald's identity and its application to sequential test performance computation

DOI10.1109/18.32160zbMath0687.62066OpenAlexW2147838738MaRDI QIDQ4206259

John S. Sadowsky

Publication date: 1989

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.32160

zbMATH Keywords

stopping timesMarkov additive processeserror probabilitiesWald's identityerror probability performance analysisexponential transformation of measurerobust error probability evaluationsample size momentsuncertain serial dependency

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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