A sharp necessary condition for admissibility of sequential tests - necessary and sufficient conditions for admissibility of SPRT's

DOI10.1214/AOS/1176346169zbMath0539.62093OpenAlexW2072322227MaRDI QIDQ794124

Arthur Cohen, Ester Samuel-Cahn, Lawrence D. Brown

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346169

zbMATH Keywords

monotoneWiener processstopping rulerisksequential probability ratio testnecessary and sufficient conditions for admissibility

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Admissibility in statistical decision theory (62C15)

Related Items (4)

An sprt can be bayes with respect to four-point priors ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Larry Brown's work on admissibility ⋮ Exact computation for some sequential tests

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