Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests
From MaRDI portal
Publication:5538586
DOI10.1214/aoms/1177703731zbMath0156.39306OpenAlexW2011350083MaRDI QIDQ5538586
Publication date: 1964
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177703731
Related Items (9)
Encounters with Martingales in Statistics and Stochastic Optimization ⋮ MEXIT: maximal un-coupling times for stochastic processes ⋮ Herbert Robbins and sequential analysis ⋮ Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation ⋮ On testing transitivity in online preference learning ⋮ Optimal Stopping Rules for Sequential Hypothesis Testing ⋮ Asymptotic densities of stopping times associated with tests of power one ⋮ A martingale approach for detecting the drift of a Wiener process ⋮ Matrices -- compensating the loss of anschauung
This page was built for publication: Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests