On the exact distribution of Wald’s SPRT for the negative exponential model

DOI10.1080/07474946.2017.1360083zbMath1490.62208OpenAlexW2759760541WikidataQ115550926 ScholiaQ115550926MaRDI QIDQ4596531

Patrick Starvaggi, Mohammad Kazim Khan

Publication date: 1 December 2017

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

Full work available at URL: https://doi.org/10.1080/07474946.2017.1360083

zbMATH Keywords

Laplace transformvarianceSPRTsequential probability ratio test

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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