Comment on "Optimality of the sequential probability ratio test for nonstationary observations" by Y. Liu and S.D. Blostein

DOI10.1109/18.382044zbMath0820.62069OpenAlexW2158710240MaRDI QIDQ4836925

Norbert Schmitz

Publication date: 21 June 1995

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

Full work available at URL: https://doi.org/10.1109/18.382044

zbMATH Keywords

counterexampleWald-Wolfowitz optimalitynonstationary sequential probability ratio test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items (3)

Performance Analysis of Sequential Probability Ratio Test ⋮ Sequential hypothesis tests under random horizon ⋮ Optimal Sequential Tests for Two Simple Hypotheses

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