One sided SPRT's which hit the boundary

DOI10.1080/07474949408836312zbMath0804.62073OpenAlexW2058082435MaRDI QIDQ4317764

Bennett Eisenberg

Publication date: 21 December 1994

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

Full work available at URL: https://doi.org/10.1080/07474949408836312

zbMATH Keywords

busy periodqueueing theoryBernoulliexact formulasPoissongeometric parameterserror probabilitiessequential probability ratio testexcess over the boundarydistribution of the sample sizeshitting time theoremone-sided SPRT's

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Cites Work

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• A variation of a theorem of Sparre Andersen

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